+207.6%
TSEM vs XYL
-21.7%
+229.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.7% |
| 7D | +0.9% | -1.2% | +2.2% | +1.2% |
| 30D | -16.6% | -13.2% | -3.5% | -13.6% |
| 3M | -10.9% | -0.2% | -10.7% | -14.9% |
| 6M | +78.0% | -12.5% | +90.5% | +83.1% |
| YTD | +77.2% | -20.9% | +98.1% | +88.3% |
| 1Y | +207.6% | -21.6% | +229.1% | +244.4% |
| All | +207.6% | -21.7% | +229.2% | +244.4% |
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