+147.8%
XEL vs TSEM
+1,313.0%
-1,165.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | +0.1% |
| 7D | -0.3% | -4.9% | +4.6% | -0.1% |
| 30D | -3.9% | -18.7% | +14.8% | -3.3% |
| 3M | -2.8% | -18.1% | +15.3% | -2.5% |
| 6M | -5.4% | +77.1% | -82.5% | -8.3% |
| YTD | +3.8% | +80.1% | -76.4% | +0.3% |
| 1Y | +6.8% | +220.4% | -213.6% | +0.4% |
| 3Y | +45.6% | +650.1% | -604.5% | +29.0% |
| 5Y | +30.7% | +628.9% | -598.2% | +14.8% |
| All | +147.8% | +1,313.0% | -1,165.1% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling