+2,369.1%
TSM vs XYZ
+638.9%
+1,730.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | +3.6% | -1.7% | +5.3% | +3.8% |
| 3M | -3.4% | +16.7% | -20.1% | -7.3% |
| 6M | +20.6% | +26.9% | -6.2% | +13.2% |
| YTD | +41.9% | +27.1% | +14.7% | +31.9% |
| 1Y | +84.4% | +9.3% | +75.1% | +76.9% |
| 3Y | +380.2% | +42.3% | +337.9% | +312.2% |
| 5Y | +275.3% | -69.3% | +344.6% | +321.9% |
| 10Y | +1,751.4% | +586.8% | +1,164.6% | +1,070.5% |
| All | +2,369.1% | +638.9% | +1,730.2% | +1,430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling