+887.4%
TSEM vs XRT
+145.8%
+741.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.7% |
| 7D | +6.8% | -1.4% | +8.2% | +7.8% |
| 30D | -26.6% | +9.8% | -36.4% | -30.6% |
| 3M | -36.3% | +3.3% | -39.6% | -38.0% |
| 6M | -30.6% | +13.6% | -44.2% | -36.2% |
| YTD | +35.3% | +9.1% | +26.2% | +27.1% |
| 1Y | +59.2% | +15.1% | +44.2% | +45.5% |
| 3Y | +547.7% | +59.9% | +487.7% | +399.6% |
| 5Y | +337.5% | -1.7% | +339.3% | +325.6% |
| 10Y | +887.4% | +141.1% | +746.3% | +403.4% |
| All | +887.4% | +145.8% | +741.5% | +403.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling