+207.6%
TSEM vs XRT
-2.3%
+209.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +0.9% | -3.6% | +4.5% | +2.9% |
| 30D | -16.6% | -6.7% | -9.9% | -13.7% |
| 3M | -10.9% | -1.4% | -9.5% | -12.0% |
| 6M | +78.0% | +1.7% | +76.3% | +70.5% |
| YTD | +77.2% | -1.5% | +78.7% | +71.2% |
| 1Y | +207.6% | -2.5% | +210.0% | +187.2% |
| All | +207.6% | -2.3% | +209.9% | +187.2% |
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