+786.5%
TSEM vs XHB
+237.3%
+549.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.3% |
| 7D | +7.0% | -0.2% | +7.2% | +7.2% |
| 30D | -29.8% | +9.9% | -39.7% | -33.9% |
| 3M | -41.9% | -6.3% | -35.6% | -40.3% |
| 6M | -45.8% | +3.8% | -49.6% | -47.5% |
| YTD | +25.1% | +0.1% | +25.0% | +22.3% |
| 1Y | +48.2% | -0.8% | +49.0% | +45.6% |
| 3Y | +476.5% | +35.6% | +440.9% | +362.9% |
| 5Y | +301.4% | +29.6% | +271.9% | +224.8% |
| All | +786.5% | +237.3% | +549.2% | +255.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling