+415.1%
XLF vs TSEM
+58.4%
+356.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.3% |
| 7D | +0.2% | +10.4% | -10.3% | -0.9% |
| 30D | -0.5% | -12.9% | +12.4% | +0.8% |
| 3M | +10.6% | -9.2% | +19.8% | +10.2% |
| 6M | +14.3% | +98.8% | -84.5% | +2.8% |
| YTD | +5.5% | +87.2% | -81.7% | -4.9% |
| 1Y | +9.6% | +239.0% | -229.4% | -8.3% |
| 3Y | +75.2% | +679.5% | -604.3% | +30.9% |
| 5Y | +65.5% | +667.3% | -601.7% | +22.4% |
| 10Y | +246.4% | +1,301.0% | -1,054.6% | +134.9% |
| All | +415.1% | +58.4% | +356.7% | +230.5% |
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