+136.8%
XLP vs TSEM
+920.4%
-783.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.2% | +0.2% |
| 7D | -0.5% | +6.8% | -7.3% | -0.8% |
| 30D | +8.3% | -26.6% | +35.0% | +9.5% |
| 3M | +8.7% | -36.3% | +45.0% | +10.3% |
| 6M | +11.2% | -30.6% | +41.8% | +11.0% |
| YTD | +20.0% | +35.3% | -15.3% | +13.1% |
| 1Y | +21.3% | +59.2% | -37.9% | +12.6% |
| 3Y | +43.8% | +547.7% | -503.8% | +13.6% |
| 5Y | +43.3% | +337.5% | -294.2% | +16.9% |
| 10Y | +136.8% | +887.4% | -750.6% | +68.8% |
| All | +136.8% | +920.4% | -783.6% | +68.8% |
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