+135.4%
XLP vs TSEM
+839.5%
-704.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.3% |
| 7D | +2.3% | -9.5% | +11.8% | +2.6% |
| 30D | +9.1% | -35.5% | +44.6% | +10.8% |
| 3M | +7.9% | -41.6% | +49.4% | +9.8% |
| 6M | +9.6% | -30.1% | +39.7% | +9.1% |
| YTD | +19.4% | +25.7% | -6.3% | +12.9% |
| 1Y | +22.4% | +50.5% | -28.1% | +13.7% |
| 3Y | +43.2% | +501.7% | -458.5% | +13.5% |
| 5Y | +42.6% | +310.9% | -268.3% | +16.4% |
| 10Y | +135.4% | +849.8% | -714.4% | +68.3% |
| All | +135.4% | +839.5% | -704.1% | +68.3% |
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