+64.7%
XLC vs TSEM
+547.1%
-482.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.5% |
| 7D | +3.7% | +7.0% | -3.2% | +3.2% |
| 30D | -1.9% | -29.8% | +27.8% | -0.1% |
| 3M | -3.1% | -41.9% | +38.8% | -0.3% |
| 6M | -6.4% | -45.8% | +39.4% | -4.0% |
| YTD | -6.8% | +25.1% | -31.9% | -15.2% |
| 1Y | -1.7% | +48.2% | -49.9% | -13.1% |
| 3Y | +64.7% | +476.5% | -411.8% | +7.7% |
| All | +64.7% | +547.1% | -482.4% | +7.7% |
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