+34.1%
XLP vs TSEM
+657.0%
-623.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -0.8% |
| 7D | -1.0% | +6.9% | -7.9% | -1.0% |
| 30D | -0.9% | +5.3% | -6.2% | -0.9% |
| 3M | +3.8% | -14.9% | +18.7% | +3.8% |
| 6M | -1.7% | +80.0% | -81.8% | -3.3% |
| YTD | +10.3% | +89.4% | -79.1% | +8.2% |
| 1Y | +7.8% | +253.1% | -245.3% | +3.6% |
| 3Y | +27.2% | +642.1% | -614.9% | +16.5% |
| All | +34.1% | +657.0% | -623.0% | +23.0% |
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