+617.0%
TSEM vs XME
+167.8%
+449.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -1.9% |
| 7D | +0.9% | -3.0% | +4.0% | +2.7% |
| 30D | -16.6% | -2.6% | -14.0% | -15.4% |
| 3M | -10.9% | +2.2% | -13.1% | -11.5% |
| 6M | +78.0% | +0.7% | +77.3% | +78.8% |
| YTD | +77.2% | +10.9% | +66.3% | +70.2% |
| 1Y | +207.6% | +35.7% | +171.9% | +170.5% |
| 3Y | +637.8% | +127.1% | +510.7% | +434.2% |
| 5Y | +617.0% | +168.5% | +448.5% | +358.1% |
| All | +617.0% | +167.8% | +449.2% | +358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling