+667.3%
TSEM vs XRT
-1.7%
+669.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.1% |
| 7D | +10.4% | -0.3% | +10.7% | +10.6% |
| 30D | -12.9% | -5.6% | -7.3% | -10.5% |
| 3M | -9.2% | +2.5% | -11.7% | -11.1% |
| 6M | +98.8% | +3.7% | +95.1% | +93.8% |
| YTD | +87.2% | +1.0% | +86.2% | +84.6% |
| 1Y | +239.0% | -1.2% | +240.2% | +237.8% |
| 3Y | +679.5% | +43.4% | +636.1% | +560.8% |
| 5Y | +667.3% | -0.7% | +668.0% | +699.0% |
| All | +667.3% | -1.7% | +669.0% | +699.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling