+1,024.7%
XLE vs TSEM
+60.2%
+964.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -1.6% |
| 7D | +2.2% | +6.9% | -4.7% | +1.5% |
| 30D | +11.8% | +5.3% | +6.5% | +11.0% |
| 3M | +9.8% | -14.9% | +24.7% | +10.1% |
| 6M | +15.6% | +80.0% | -64.5% | +6.9% |
| YTD | +45.3% | +89.4% | -44.1% | +33.2% |
| 1Y | +48.3% | +253.1% | -204.8% | +27.6% |
| 3Y | +55.4% | +642.1% | -586.7% | +22.9% |
| 5Y | +216.1% | +659.1% | -443.0% | +146.6% |
| 10Y | +178.4% | +1,291.4% | -1,113.0% | +103.3% |
| All | +1,024.7% | +60.2% | +964.5% | +649.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling