+1,259.9%
TSEM vs XME
+426.6%
+833.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -1.9% |
| 7D | +0.9% | -3.0% | +4.0% | +2.6% |
| 30D | -16.6% | -2.6% | -14.0% | -15.4% |
| 3M | -10.9% | +2.2% | -13.1% | -11.4% |
| 6M | +78.0% | +0.7% | +77.3% | +79.1% |
| YTD | +77.2% | +10.9% | +66.3% | +69.7% |
| 1Y | +207.6% | +35.7% | +171.9% | +166.7% |
| 3Y | +637.8% | +127.1% | +510.7% | +401.3% |
| 5Y | +617.0% | +168.5% | +448.5% | +320.7% |
| All | +1,259.9% | +426.6% | +833.4% | +482.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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