+809.4%
TSEM vs XHB
+173.9%
+635.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.9% | +7.4% |
| 7D | +6.9% | -1.3% | +8.2% | +7.6% |
| 30D | +5.3% | -6.9% | +12.2% | +8.8% |
| 3M | -14.9% | -1.3% | -13.7% | -14.8% |
| 6M | +80.0% | -6.8% | +86.8% | +85.5% |
| YTD | +89.4% | +0.7% | +88.6% | +86.8% |
| 1Y | +253.1% | -11.2% | +264.3% | +268.8% |
| 3Y | +642.1% | +25.3% | +616.8% | +549.6% |
| 5Y | +659.1% | +37.3% | +621.8% | +519.6% |
| 10Y | +1,291.4% | +211.5% | +1,079.8% | +666.1% |
| All | +809.4% | +173.9% | +635.5% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling