+1,282.5%
TSEM vs XHB
+215.4%
+1,067.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.8% |
| 7D | -4.9% | -4.6% | -0.2% | -2.4% |
| 30D | -18.7% | -9.1% | -9.6% | -14.4% |
| 3M | -18.1% | -8.6% | -9.6% | -14.4% |
| 6M | +77.1% | -4.0% | +81.1% | +80.2% |
| YTD | +80.1% | -3.9% | +84.1% | +81.6% |
| 1Y | +220.4% | -16.5% | +236.9% | +248.2% |
| 3Y | +650.1% | +22.6% | +627.5% | +540.9% |
| 5Y | +628.9% | +33.9% | +594.9% | +477.9% |
| All | +1,282.5% | +215.4% | +1,067.1% | +524.3% |
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