+570.7%
TSEM vs XME
+170.7%
+400.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.2% |
| 7D | +7.0% | +0.3% | +6.6% | +7.0% |
| 30D | -29.8% | -6.1% | -23.6% | -27.0% |
| 3M | -41.9% | -18.6% | -23.3% | -35.5% |
| 6M | -45.8% | -23.9% | -21.9% | -37.5% |
| YTD | +25.1% | -9.3% | +34.4% | +33.8% |
| 1Y | +48.2% | +1.8% | +46.5% | +51.2% |
| 3Y | +476.5% | +93.0% | +383.5% | +350.5% |
| 5Y | +301.4% | +107.0% | +194.5% | +190.4% |
| 10Y | +812.9% | +266.9% | +546.0% | +396.2% |
| All | +570.7% | +170.7% | +400.0% | +260.8% |
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 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