+218.0%
XLE vs TSEM
+657.0%
-439.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -1.3% |
| 7D | +2.2% | +6.9% | -4.7% | +1.8% |
| 30D | +11.8% | +5.3% | +6.5% | +11.2% |
| 3M | +9.8% | -14.9% | +24.7% | +10.1% |
| 6M | +15.6% | +80.0% | -64.5% | +7.5% |
| YTD | +45.3% | +89.4% | -44.1% | +33.8% |
| 1Y | +48.3% | +253.1% | -204.8% | +27.0% |
| 3Y | +55.4% | +642.1% | -586.7% | +21.1% |
| All | +218.0% | +657.0% | -439.0% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling