+128.8%
XLP vs TSEM
+879.4%
-750.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.0% | +0.5% |
| 7D | +0.1% | -2.0% | +2.0% | 0.0% |
| 30D | +8.9% | -33.4% | +42.4% | +10.5% |
| 3M | +7.5% | -39.7% | +47.2% | +9.3% |
| 6M | +9.4% | -27.8% | +37.3% | +8.8% |
| YTD | +19.3% | +29.7% | -10.4% | +12.6% |
| 1Y | +21.7% | +81.1% | -59.4% | +11.4% |
| 3Y | +44.0% | +529.3% | -485.3% | +13.7% |
| 5Y | +42.8% | +315.0% | -272.2% | +16.7% |
| 10Y | +128.8% | +865.7% | -736.9% | +58.7% |
| All | +128.8% | +879.4% | -750.6% | +58.7% |
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