+148.7%
XLK vs TSEM
+617.3%
-468.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.9% |
| 7D | +0.2% | -4.9% | +5.1% | +1.4% |
| 30D | -0.6% | -18.7% | +18.1% | +4.2% |
| 3M | +2.6% | -18.1% | +20.7% | +5.5% |
| 6M | +34.0% | +77.1% | -43.1% | +9.9% |
| YTD | +30.7% | +80.1% | -49.5% | +5.5% |
| 1Y | +39.2% | +220.4% | -181.2% | -5.4% |
| 3Y | +120.4% | +650.1% | -529.6% | +15.4% |
| All | +148.7% | +617.3% | -468.5% | +32.8% |
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 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