+849.8%
TSEM vs XRT
+147.6%
+702.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -9.5% | +4.1% | -13.6% | -11.5% |
| 30D | -35.5% | +9.9% | -45.4% | -39.1% |
| 3M | -41.6% | +2.3% | -43.8% | -42.8% |
| 6M | -30.1% | +9.6% | -39.6% | -34.5% |
| YTD | +25.7% | +9.1% | +16.6% | +18.1% |
| 1Y | +50.5% | +16.2% | +34.2% | +36.7% |
| 3Y | +501.7% | +60.1% | +441.6% | +363.9% |
| 5Y | +310.9% | -0.5% | +311.4% | +296.8% |
| 10Y | +849.8% | +145.1% | +704.7% | +379.7% |
| All | +849.8% | +147.6% | +702.2% | +379.7% |
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