+143.7%
XLC vs TSEM
+847.7%
-704.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | +2.1% | -18.7% | +20.9% | +5.4% |
| 3M | +0.7% | -18.1% | +18.8% | +1.8% |
| 6M | -3.2% | +77.1% | -80.3% | -18.9% |
| YTD | -3.8% | +80.1% | -83.9% | -20.7% |
| 1Y | -2.0% | +220.4% | -222.4% | -30.4% |
| 3Y | +71.4% | +650.1% | -578.7% | -6.3% |
| 5Y | +40.7% | +628.9% | -588.2% | -25.0% |
| All | +143.7% | +847.7% | -704.0% | +8.5% |
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 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