+1,292.7%
XEL vs TSEM
+10.0%
+1,282.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.6% |
| 7D | +1.3% | +10.4% | -9.1% | +1.1% |
| 30D | -1.5% | -12.9% | +11.4% | -1.2% |
| 3M | -0.2% | -9.2% | +9.0% | -0.3% |
| 6M | -5.4% | +98.8% | -104.2% | -7.5% |
| YTD | +5.6% | +87.2% | -81.6% | +3.4% |
| 1Y | +10.5% | +239.0% | -228.5% | +6.4% |
| 3Y | +49.2% | +679.5% | -630.3% | +40.1% |
| 5Y | +30.1% | +667.3% | -637.2% | +21.8% |
| 10Y | +146.7% | +1,301.0% | -1,154.3% | +125.6% |
| All | +1,292.7% | +10.0% | +1,282.6% | +1,145.4% |
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