+124.6%
XLP vs TSEM
+779.3%
-654.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.1% | -1.5% |
| 7D | +0.7% | -17.5% | +18.2% | +1.4% |
| 30D | +10.3% | -44.7% | +54.9% | +12.7% |
| 3M | +6.5% | -38.9% | +45.4% | +8.1% |
| 6M | +8.4% | -36.7% | +45.1% | +8.4% |
| YTD | +18.2% | +17.0% | +1.2% | +12.0% |
| 1Y | +22.4% | +62.8% | -40.4% | +12.5% |
| 3Y | +41.9% | +471.3% | -429.4% | +12.4% |
| 5Y | +40.9% | +290.3% | -249.4% | +14.9% |
| All | +124.6% | +779.3% | -654.7% | +55.9% |
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