+34.5%
XLB vs TSEM
+668.6%
-634.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.9% |
| 7D | -0.2% | +10.4% | -10.7% | -1.1% |
| 30D | -1.7% | -12.9% | +11.2% | -0.7% |
| 3M | +4.4% | -9.2% | +13.5% | +3.9% |
| 6M | +5.0% | +98.8% | -93.7% | -6.3% |
| YTD | +15.5% | +87.2% | -71.7% | +3.0% |
| 1Y | +14.9% | +239.0% | -224.0% | -7.8% |
| 3Y | +34.5% | +679.5% | -645.0% | -8.2% |
| All | +34.5% | +668.6% | -634.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling