+2.3%
XLB vs TSEM
-25.2%
+27.5%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.2% |
| 7D | -1.6% | +6.8% | -8.4% | -1.7% |
| 30D | +7.2% | -26.6% | +33.9% | +7.4% |
| 3M | 0.0% | -36.3% | +36.4% | +0.2% |
| 6M | +2.3% | -30.6% | +32.9% | +1.8% |
| All | +2.3% | -25.2% | +27.5% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling