+248.8%
XLF vs TSEM
+1,313.0%
-1,064.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.5% | -4.9% | +3.4% | -0.7% |
| 30D | -1.2% | -18.7% | +17.6% | +1.8% |
| 3M | +9.2% | -18.1% | +27.3% | +10.4% |
| 6M | +16.3% | +77.1% | -60.8% | -1.0% |
| YTD | +5.4% | +80.1% | -74.7% | -11.5% |
| 1Y | +7.6% | +220.4% | -212.8% | -21.0% |
| 3Y | +74.2% | +650.1% | -575.9% | +1.1% |
| 5Y | +66.1% | +628.9% | -562.7% | -6.4% |
| All | +248.8% | +1,313.0% | -1,064.1% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling