+644.7%
TSEM vs XPO
+262.4%
+382.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.7% |
| 7D | +4.7% | -0.9% | +5.6% | +5.0% |
| 30D | -14.2% | -8.1% | -6.2% | -12.2% |
| 3M | -5.0% | -19.0% | +14.0% | +0.3% |
| 6M | +87.6% | -5.2% | +92.8% | +90.6% |
| YTD | +84.4% | +35.6% | +48.9% | +72.8% |
| 1Y | +235.4% | +41.1% | +194.3% | +209.7% |
| 3Y | +668.0% | +157.9% | +510.1% | +518.0% |
| 5Y | +644.7% | +265.6% | +379.1% | +468.1% |
| All | +644.7% | +262.4% | +382.3% | +468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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