+176.5%
XLE vs TSEM
+873.2%
-696.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | +4.4% | +20.5% | -16.1% | +1.3% |
| 30D | -4.3% | -29.0% | +24.7% | 0.0% |
| 3M | +6.0% | -39.4% | +45.4% | +12.7% |
| 6M | +13.2% | -28.5% | +41.7% | +13.4% |
| YTD | +46.7% | +34.4% | +12.3% | +26.3% |
| 1Y | +46.6% | +48.3% | -1.7% | +23.0% |
| 3Y | +69.6% | +543.5% | -474.0% | -4.1% |
| 5Y | +166.5% | +331.4% | -164.9% | +61.7% |
| All | +176.5% | +873.2% | -696.8% | +22.5% |
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