-26.8%
TSEM vs XE
-63.2%
+36.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.4% |
| 7D | +7.0% | +6.2% | +0.7% | +4.9% |
| 30D | -29.8% | -4.8% | -25.0% | -28.7% |
| 3M | -41.9% | -51.3% | +9.3% | -30.9% |
| 6M | -45.8% | -64.2% | +18.5% | -33.6% |
| All | -26.8% | -63.2% | +36.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 5y: compounded portfolio wealth divided by compounded XE 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…
5y analysis · Full analysis span regression · 6 months rolling