+80.5%
TSEM vs XRT
+18.0%
+62.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.5% | -14.3% | -9.6% |
| 7D | -23.1% | +8.0% | -31.2% | -24.5% |
| 30D | -40.4% | +13.0% | -53.4% | -42.9% |
| 3M | -37.9% | +1.7% | -39.6% | -37.1% |
| 6M | -30.8% | +12.6% | -43.4% | -35.9% |
| YTD | +26.7% | +10.7% | +16.1% | +15.1% |
| 1Y | +80.5% | +18.4% | +62.1% | +53.5% |
| All | +80.5% | +18.0% | +62.5% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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