+1,259.9%
TSEM vs XYL
+149.5%
+1,110.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | +0.9% | -1.2% | +2.2% | +1.4% |
| 30D | -16.6% | -13.2% | -3.5% | -10.9% |
| 3M | -10.9% | -0.2% | -10.7% | -12.1% |
| 6M | +78.0% | -12.5% | +90.5% | +87.5% |
| YTD | +77.2% | -20.9% | +98.1% | +95.5% |
| 1Y | +207.6% | -21.6% | +229.1% | +241.3% |
| 3Y | +637.8% | +16.1% | +621.7% | +572.4% |
| 5Y | +617.0% | -15.6% | +632.6% | +649.3% |
| All | +1,259.9% | +149.5% | +1,110.4% | +717.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling