+48.2%
TSEM vs XYL
-36.2%
+84.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.9% |
| 7D | +7.0% | -3.7% | +10.7% | +6.6% |
| 30D | -29.8% | -8.3% | -21.4% | -30.1% |
| 3M | -41.9% | -21.4% | -20.5% | -40.2% |
| 6M | -45.8% | -12.9% | -32.8% | -47.7% |
| YTD | +25.1% | -30.1% | +55.2% | +31.2% |
| 1Y | +48.2% | -35.2% | +83.4% | +68.7% |
| All | +48.2% | -36.2% | +84.5% | +68.7% |
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