+42.7%
XLP vs TSEM
+333.8%
-291.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -0.2% | +20.5% | -20.7% | +0.1% |
| 30D | +8.2% | -29.0% | +37.1% | +7.8% |
| 3M | +7.7% | -39.4% | +47.1% | +7.3% |
| 6M | +9.3% | -28.5% | +37.8% | +8.6% |
| YTD | +19.5% | +34.4% | -15.0% | +16.9% |
| 1Y | +21.0% | +48.3% | -27.3% | +18.0% |
| 3Y | +43.2% | +543.5% | -500.3% | +29.4% |
| 5Y | +42.7% | +331.4% | -288.7% | +32.5% |
| All | +42.7% | +333.8% | -291.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling