+102.9%
XLP vs TSEM
+1,300.1%
-1,197.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -1.4% | +10.4% | -11.9% | -1.9% |
| 30D | -1.3% | -12.9% | +11.6% | -0.7% |
| 3M | +1.8% | -9.2% | +11.0% | +1.5% |
| 6M | -0.8% | +98.8% | -99.6% | -7.6% |
| YTD | +9.5% | +87.2% | -77.7% | +2.1% |
| 1Y | +7.2% | +239.0% | -231.8% | -5.6% |
| 3Y | +27.1% | +679.5% | -652.4% | +0.6% |
| 5Y | +32.0% | +667.3% | -635.2% | +2.7% |
| 10Y | +102.9% | +1,301.0% | -1,198.1% | +32.8% |
| All | +102.9% | +1,300.1% | -1,197.2% | +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 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