+65.0%
XLF vs TSEM
+610.6%
-545.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | 0.0% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | -1.6% | -16.6% | +15.0% | -0.3% |
| 3M | +9.3% | -10.9% | +20.2% | +8.9% |
| 6M | +14.6% | +78.0% | -63.4% | +3.7% |
| YTD | +4.7% | +77.2% | -72.5% | -5.8% |
| 1Y | +8.6% | +207.6% | -198.9% | -10.3% |
| 3Y | +73.9% | +637.8% | -564.0% | +22.6% |
| 5Y | +65.0% | +617.0% | -552.0% | +15.9% |
| All | +65.0% | +610.6% | -545.6% | +15.9% |
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 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