+207.6%
TSEM vs XME
+37.7%
+169.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -0.7% |
| 7D | +0.9% | -3.0% | +4.0% | +3.7% |
| 30D | -16.6% | -2.6% | -14.0% | -14.7% |
| 3M | -10.9% | +2.2% | -13.1% | -12.7% |
| 6M | +78.0% | +0.7% | +77.3% | +76.9% |
| YTD | +77.2% | +10.9% | +66.3% | +64.1% |
| 1Y | +207.6% | +35.7% | +171.9% | +162.3% |
| All | +207.6% | +37.7% | +169.9% | +162.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling