+29.5%
XLB vs TSEM
+79.9%
-50.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.7% | +11.2% | +2.7% |
| 7D | +3.9% | -23.1% | +27.0% | +4.6% |
| 30D | +8.9% | -40.4% | +49.3% | +10.4% |
| 3M | +4.1% | -37.9% | +42.0% | +5.2% |
| 6M | +7.3% | -30.8% | +38.1% | +7.3% |
| YTD | +20.4% | +26.7% | -6.3% | +16.7% |
| 1Y | +29.5% | +80.5% | -50.9% | +20.7% |
| All | +29.5% | +79.9% | -50.3% | +20.7% |
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