+163.9%
XLE vs TSEM
+879.4%
-715.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | -1.1% |
| 7D | -7.9% | -2.0% | -5.9% | -7.8% |
| 30D | -4.8% | -33.4% | +28.6% | +0.4% |
| 3M | +8.4% | -39.7% | +48.0% | +15.2% |
| 6M | +12.7% | -27.8% | +40.5% | +12.5% |
| YTD | +41.3% | +29.7% | +11.6% | +22.4% |
| 1Y | +42.3% | +81.1% | -38.9% | +13.6% |
| 3Y | +65.1% | +529.3% | -464.2% | -6.2% |
| 5Y | +150.2% | +315.0% | -164.8% | +53.1% |
| 10Y | +163.9% | +865.7% | -701.8% | +20.8% |
| All | +163.9% | +879.4% | -715.4% | +20.8% |
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 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