+820.5%
XLB vs TSEM
+60.2%
+760.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.2% | -1.1% |
| 7D | -1.4% | +6.9% | -8.3% | -2.1% |
| 30D | -0.4% | +5.3% | -5.7% | -1.1% |
| 3M | +2.0% | -14.9% | +16.9% | +2.3% |
| 6M | +1.8% | +80.0% | -78.2% | -6.2% |
| YTD | +16.6% | +89.4% | -72.8% | +6.4% |
| 1Y | +16.9% | +253.1% | -236.1% | -0.2% |
| 3Y | +32.6% | +642.1% | -609.6% | +3.6% |
| 5Y | +35.6% | +659.1% | -623.5% | +4.7% |
| 10Y | +160.0% | +1,291.4% | -1,131.3% | +86.4% |
| All | +820.5% | +60.2% | +760.3% | +504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling