+1,470.7%
TSEM vs XYL
+389.1%
+1,081.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | +20.5% | -6.0% | +26.5% | +23.8% |
| 30D | -29.0% | -8.3% | -20.7% | -27.8% |
| 3M | -39.4% | -22.6% | -16.8% | -33.2% |
| 6M | -28.5% | -15.0% | -13.5% | -25.7% |
| YTD | +34.4% | -30.2% | +64.6% | +53.5% |
| 1Y | +48.3% | -36.4% | +84.7% | +77.6% |
| 3Y | +543.5% | -0.9% | +544.4% | +519.0% |
| 5Y | +331.4% | -23.4% | +354.8% | +356.8% |
| 10Y | +881.1% | +100.9% | +780.2% | +520.9% |
| All | +1,470.7% | +389.1% | +1,081.6% | +555.6% |
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