+633.7%
XLU vs TSEM
+50.0%
+583.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.2% |
| 30D | -2.5% | -16.6% | +14.1% | -1.8% |
| 3M | -2.7% | -10.9% | +8.2% | -2.8% |
| 6M | -7.5% | +78.0% | -85.5% | -10.7% |
| YTD | +0.9% | +77.2% | -76.3% | -2.8% |
| 1Y | +3.3% | +207.6% | -204.3% | -3.2% |
| 3Y | +47.3% | +637.8% | -590.5% | +31.7% |
| 5Y | +44.4% | +617.0% | -572.6% | +28.5% |
| 10Y | +140.8% | +1,270.7% | -1,129.9% | +105.7% |
| All | +633.7% | +50.0% | +583.7% | +506.8% |
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 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