+644.7%
TSEM vs XYL
-15.4%
+660.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | +4.7% | +0.8% | +3.9% | +4.2% |
| 30D | -14.2% | -10.8% | -3.4% | -10.1% |
| 3M | -5.0% | -2.5% | -2.5% | -5.4% |
| 6M | +87.6% | -12.2% | +99.8% | +96.0% |
| YTD | +84.4% | -20.1% | +104.5% | +100.5% |
| 1Y | +235.4% | -20.6% | +256.1% | +266.5% |
| 3Y | +668.0% | +17.3% | +650.6% | +620.1% |
| 5Y | +644.7% | -14.5% | +659.2% | +791.0% |
| All | +644.7% | -15.4% | +660.2% | +791.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling