+141.4%
XLC vs TSEM
+884.9%
-743.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | +0.6% | +10.4% | -9.9% | -1.1% |
| 30D | +0.2% | -12.9% | +13.2% | +2.2% |
| 3M | +0.6% | -9.2% | +9.8% | -0.3% |
| 6M | -4.5% | +98.8% | -103.3% | -21.8% |
| YTD | -4.7% | +87.2% | -91.9% | -21.9% |
| 1Y | -1.7% | +239.0% | -240.6% | -30.9% |
| 3Y | +72.3% | +679.5% | -607.2% | -6.4% |
| 5Y | +37.8% | +667.3% | -629.5% | -27.4% |
| All | +141.4% | +884.9% | -743.5% | +6.8% |
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 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