+253.1%
TSEM vs XRT
+3.4%
+249.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.9% | +7.3% |
| 7D | +6.9% | +0.8% | +6.1% | +6.5% |
| 30D | +5.3% | -4.2% | +9.5% | +7.5% |
| 3M | -14.9% | +5.1% | -20.0% | -19.0% |
| 6M | +80.0% | +2.4% | +77.6% | +72.7% |
| YTD | +89.4% | +3.2% | +86.2% | +78.7% |
| 1Y | +253.1% | +1.5% | +251.6% | +221.2% |
| All | +253.1% | +3.4% | +249.7% | +221.2% |
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