+23.3%
XLB vs TSEM
+60.1%
-36.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.1% |
| 7D | -1.6% | +6.8% | -8.4% | -1.8% |
| 30D | +7.2% | -26.6% | +33.9% | +7.9% |
| 3M | 0.0% | -36.3% | +36.4% | +1.0% |
| 6M | +2.3% | -30.6% | +32.9% | +2.4% |
| YTD | +18.4% | +35.3% | -16.9% | +14.5% |
| 1Y | +23.3% | +59.2% | -35.9% | +16.1% |
| All | +23.3% | +60.1% | -36.7% | +16.1% |
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