+915.3%
TSEM vs XME
+242.3%
+672.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.2% | +7.6% | +7.8% |
| 7D | +6.9% | -0.1% | +7.0% | +7.0% |
| 30D | +5.3% | +6.0% | -0.7% | +2.8% |
| 3M | -14.9% | -7.7% | -7.2% | -11.3% |
| 6M | +80.0% | +1.0% | +79.1% | +81.1% |
| YTD | +89.4% | +14.6% | +74.7% | +80.1% |
| 1Y | +253.1% | +46.0% | +207.1% | +203.1% |
| 3Y | +642.1% | +127.0% | +515.1% | +430.4% |
| 5Y | +659.1% | +175.8% | +483.3% | +376.4% |
| 10Y | +1,291.4% | +414.6% | +876.7% | +541.9% |
| All | +915.3% | +242.3% | +672.9% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling