+158.8%
XLB vs TSEM
+1,289.9%
-1,131.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.6% |
| 7D | -3.5% | +0.9% | -4.5% | -3.7% |
| 30D | -4.7% | -16.6% | +12.0% | -2.1% |
| 3M | +2.7% | -10.9% | +13.6% | +2.3% |
| 6M | +2.6% | +78.0% | -75.4% | -12.6% |
| YTD | +12.8% | +77.2% | -64.4% | -4.8% |
| 1Y | +14.0% | +207.6% | -193.6% | -15.4% |
| 3Y | +31.5% | +637.8% | -606.4% | -22.8% |
| 5Y | +33.4% | +617.0% | -583.6% | -23.6% |
| All | +158.8% | +1,289.9% | -1,131.1% | +22.7% |
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 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