+926.8%
XBI vs TSEM
+780.4%
+146.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -3.6% | +4.7% | -8.3% | -4.3% |
| 30D | +0.9% | -14.2% | +15.1% | +2.9% |
| 3M | +21.4% | -5.0% | +26.5% | +20.3% |
| 6M | +25.5% | +87.6% | -62.1% | +10.4% |
| YTD | +30.8% | +84.4% | -53.6% | +14.7% |
| 1Y | +68.6% | +235.4% | -166.8% | +33.9% |
| 3Y | +103.9% | +668.0% | -564.1% | +40.0% |
| 5Y | +20.8% | +644.7% | -624.0% | -17.4% |
| 10Y | +164.0% | +1,326.7% | -1,162.7% | +63.2% |
| All | +926.8% | +780.4% | +146.4% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling