+43.4%
XLK vs TSEM
+259.4%
-216.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | -0.8% |
| 7D | +0.9% | +6.9% | -6.0% | -0.5% |
| 30D | +0.7% | +5.3% | -4.6% | -0.8% |
| 3M | -2.9% | -14.9% | +12.0% | -1.5% |
| 6M | +34.3% | +80.0% | -45.8% | +15.5% |
| YTD | +30.4% | +89.4% | -59.0% | +9.6% |
| 1Y | +43.4% | +253.1% | -209.7% | +2.2% |
| All | +43.4% | +259.4% | -216.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling