+988.3%
XLE vs TSEM
-1.0%
+989.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.9% | -0.4% |
| 7D | -12.0% | -17.5% | +5.5% | -10.5% |
| 30D | -2.7% | -44.7% | +41.9% | +2.0% |
| 3M | +6.6% | -38.9% | +45.5% | +10.3% |
| 6M | +9.5% | -36.7% | +46.2% | +11.4% |
| YTD | +40.6% | +17.0% | +23.6% | +33.6% |
| 1Y | +43.6% | +62.8% | -19.2% | +31.9% |
| 3Y | +58.1% | +471.3% | -413.2% | +27.1% |
| 5Y | +152.2% | +290.3% | -138.1% | +107.7% |
| 10Y | +172.9% | +790.1% | -617.1% | +106.2% |
| All | +988.3% | -1.0% | +989.3% | +652.1% |
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