+64.0%
XBI vs TSEM
+212.9%
-149.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -4.6% | -4.9% | +0.2% | -4.2% |
| 30D | -2.0% | -18.7% | +16.7% | -0.4% |
| 3M | +17.8% | -18.1% | +35.9% | +18.6% |
| 6M | +23.7% | +77.1% | -53.4% | +13.6% |
| YTD | +28.2% | +80.1% | -51.9% | +17.3% |
| 1Y | +64.0% | +220.4% | -156.4% | +33.6% |
| All | +64.0% | +212.9% | -149.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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