+786.5%
TSEM vs XYL
+100.4%
+686.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | +7.0% | -3.7% | +10.7% | +8.7% |
| 30D | -29.8% | -8.3% | -21.4% | -28.6% |
| 3M | -41.9% | -21.4% | -20.5% | -36.4% |
| 6M | -45.8% | -12.9% | -32.8% | -44.2% |
| YTD | +25.1% | -30.1% | +55.2% | +42.9% |
| 1Y | +48.2% | -35.2% | +83.4% | +76.1% |
| 3Y | +476.5% | -0.8% | +477.3% | +453.2% |
| 5Y | +301.4% | -23.2% | +324.7% | +327.9% |
| All | +786.5% | +100.4% | +686.1% | +467.2% |
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