+22.7%
XLP vs TSEM
+40.2%
-17.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.4% | +1.0% |
| 7D | +2.5% | +7.0% | -4.4% | +3.0% |
| 30D | +7.3% | -29.8% | +37.1% | +5.5% |
| 3M | +8.1% | -41.9% | +50.0% | +5.5% |
| 6M | +10.5% | -45.8% | +56.2% | +8.3% |
| YTD | +21.2% | +25.1% | -3.9% | +20.9% |
| 1Y | +22.7% | +48.2% | -25.5% | +22.9% |
| All | +22.7% | +40.2% | -17.5% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling