+26.9%
XLV vs TSEM
+259.4%
-232.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.9% | -0.9% |
| 7D | +0.2% | +6.9% | -6.7% | +0.3% |
| 30D | +4.4% | +5.3% | -0.9% | +4.5% |
| 3M | +13.2% | -14.9% | +28.1% | +13.1% |
| 6M | +10.1% | +80.0% | -69.9% | +7.4% |
| YTD | +11.7% | +89.4% | -77.7% | +8.7% |
| 1Y | +26.9% | +253.1% | -226.2% | +20.7% |
| All | +26.9% | +259.4% | -232.4% | +20.7% |
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 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