+679.5%
TSEM vs XRT
+42.5%
+637.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | +0.4% |
| 7D | +10.4% | -0.3% | +10.7% | +10.7% |
| 30D | -12.9% | -5.6% | -7.3% | -9.5% |
| 3M | -9.2% | +2.5% | -11.7% | -12.1% |
| 6M | +98.8% | +3.7% | +95.1% | +90.9% |
| YTD | +87.2% | +1.0% | +86.2% | +82.6% |
| 1Y | +239.0% | -1.2% | +240.2% | +235.5% |
| 3Y | +679.5% | +43.4% | +636.1% | +501.0% |
| All | +679.5% | +42.5% | +637.0% | +501.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling