+253.9%
XLI vs TSEM
+1,313.0%
-1,059.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -1.7% | -4.9% | +3.2% | -0.8% |
| 30D | -7.3% | -18.7% | +11.5% | -4.0% |
| 3M | -1.3% | -18.1% | +16.8% | +0.3% |
| 6M | +2.2% | +77.1% | -74.9% | -13.1% |
| YTD | +11.7% | +80.1% | -68.4% | -6.3% |
| 1Y | +14.3% | +220.4% | -206.1% | -16.2% |
| 3Y | +70.3% | +650.1% | -579.7% | -0.7% |
| 5Y | +82.3% | +628.9% | -546.6% | +3.3% |
| All | +253.9% | +1,313.0% | -1,059.1% | +62.8% |
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