+53.3%
XLE vs TSEM
+241.4%
-188.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | 0.0% | +10.4% | -10.4% | 0.0% |
| 30D | +12.6% | -12.9% | +25.6% | +12.6% |
| 3M | +11.8% | -9.2% | +21.0% | +11.8% |
| 6M | +16.1% | +98.8% | -82.7% | +14.3% |
| YTD | +46.9% | +87.2% | -40.3% | +44.4% |
| 1Y | +53.3% | +239.0% | -185.7% | +47.9% |
| All | +53.3% | +241.4% | -188.1% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling