+37.6%
XLC vs TSEM
+654.3%
-616.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.4% | +4.7% | -6.1% | -1.9% |
| 30D | -0.9% | -14.2% | +13.4% | +0.4% |
| 3M | -0.3% | -5.0% | +4.7% | -1.4% |
| 6M | -5.2% | +87.6% | -92.7% | -16.3% |
| YTD | -5.3% | +84.4% | -89.7% | -17.0% |
| 1Y | -2.8% | +235.4% | -238.2% | -23.9% |
| 3Y | +71.2% | +668.0% | -596.8% | +11.2% |
| 5Y | +37.6% | +644.7% | -607.2% | -9.3% |
| All | +37.6% | +654.3% | -616.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling