+2,112.3%
TSEM vs XYL
+449.8%
+1,662.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.0% | +9.9% | +8.8% |
| 7D | +6.9% | -5.0% | +11.9% | +9.5% |
| 30D | +5.3% | -13.2% | +18.5% | +12.5% |
| 3M | -14.9% | -3.7% | -11.2% | -14.5% |
| 6M | +80.0% | -17.7% | +97.7% | +95.6% |
| YTD | +89.4% | -21.5% | +110.9% | +109.7% |
| 1Y | +253.1% | -24.5% | +277.6% | +298.9% |
| 3Y | +642.1% | +6.9% | +635.2% | +603.8% |
| 5Y | +659.1% | -18.1% | +677.2% | +699.1% |
| 10Y | +1,291.4% | +134.7% | +1,156.6% | +736.6% |
| All | +2,112.3% | +449.8% | +1,662.6% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling