+58.1%
XLE vs TSEM
+468.0%
-409.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.9% | -0.3% |
| 7D | -12.0% | -17.5% | +5.5% | -11.2% |
| 30D | -2.7% | -44.7% | +41.9% | -0.3% |
| 3M | +6.6% | -38.9% | +45.5% | +8.4% |
| 6M | +9.5% | -36.7% | +46.2% | +9.7% |
| YTD | +40.6% | +17.0% | +23.6% | +30.8% |
| 1Y | +43.6% | +62.8% | -19.2% | +27.4% |
| 3Y | +58.1% | +471.3% | -413.2% | +14.9% |
| All | +58.1% | +468.0% | -409.9% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling