+80.5%
TSEM vs XYL
-30.7%
+111.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.0% | -13.7% | -8.3% |
| 7D | -23.1% | +14.5% | -37.6% | -22.6% |
| 30D | -40.4% | -1.3% | -39.0% | -40.3% |
| 3M | -37.9% | -17.0% | -20.9% | -35.2% |
| 6M | -30.8% | -11.3% | -19.5% | -30.7% |
| YTD | +26.7% | -25.0% | +51.7% | +34.4% |
| 1Y | +80.5% | -31.5% | +112.0% | +118.5% |
| All | +80.5% | -30.7% | +111.2% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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