+80.5%
TSEM vs XHB
+5.8%
+74.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.4% | -14.2% | -10.4% |
| 7D | -23.1% | +9.7% | -32.9% | -25.9% |
| 30D | -40.4% | +11.7% | -52.0% | -43.1% |
| 3M | -37.9% | -1.4% | -36.5% | -37.2% |
| 6M | -30.8% | +6.8% | -37.6% | -33.1% |
| YTD | +26.7% | +5.5% | +21.2% | +17.3% |
| 1Y | +80.5% | +5.1% | +75.3% | +68.9% |
| All | +80.5% | +5.8% | +74.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling