+561.3%
XLP vs TSEM
-5.6%
+566.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.0% | +11.2% | -0.4% |
| 7D | +3.5% | -30.3% | +33.8% | +4.6% |
| 30D | +11.6% | -49.3% | +60.9% | +13.7% |
| 3M | +7.6% | -38.0% | +45.6% | +8.9% |
| 6M | +10.0% | -41.9% | +51.9% | +10.8% |
| YTD | +19.7% | +11.6% | +8.2% | +17.3% |
| 1Y | +23.5% | +50.5% | -27.0% | +19.4% |
| 3Y | +44.0% | +445.3% | -401.4% | +31.5% |
| 5Y | +42.7% | +272.2% | -229.5% | +31.7% |
| 10Y | +131.3% | +748.9% | -617.6% | +105.0% |
| All | +561.3% | -5.6% | +566.9% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling