+48.2%
TSEM vs XME
-2.0%
+50.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -5.2% |
| 7D | +7.0% | +0.3% | +6.6% | +7.1% |
| 30D | -29.8% | -6.1% | -23.6% | -23.7% |
| 3M | -41.9% | -18.6% | -23.3% | -27.5% |
| 6M | -45.8% | -23.9% | -21.9% | -28.6% |
| YTD | +25.1% | -9.3% | +34.4% | +37.6% |
| 1Y | +48.2% | +1.8% | +46.5% | +44.1% |
| All | +48.2% | -2.0% | +50.3% | +44.1% |
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