+1,075.5%
XLI vs TSEM
+5.9%
+1,069.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | +0.4% |
| 7D | +3.8% | +7.0% | -3.2% | +2.9% |
| 30D | +1.0% | -29.8% | +30.8% | +4.4% |
| 3M | -8.9% | -41.9% | +33.0% | -4.3% |
| 6M | -2.3% | -45.8% | +43.5% | +2.1% |
| YTD | +9.7% | +25.1% | -15.4% | +3.5% |
| 1Y | +12.3% | +48.2% | -35.9% | +3.9% |
| 3Y | +71.5% | +476.5% | -405.0% | +34.9% |
| 5Y | +70.2% | +301.4% | -231.3% | +37.5% |
| 10Y | +227.5% | +812.9% | -585.5% | +138.5% |
| All | +1,075.5% | +5.9% | +1,069.6% | +727.4% |
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 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