+30.8%
XLV vs TSEM
+645.3%
-614.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.2% |
| 7D | -3.6% | -4.9% | +1.3% | -3.5% |
| 30D | -1.8% | -18.7% | +16.9% | -1.5% |
| 3M | +7.8% | -18.1% | +25.9% | +7.9% |
| 6M | +9.1% | +77.1% | -68.0% | +3.9% |
| YTD | +7.7% | +80.1% | -72.4% | +2.1% |
| 1Y | +20.4% | +220.4% | -200.0% | +9.2% |
| 3Y | +30.8% | +650.1% | -619.3% | +6.0% |
| All | +30.8% | +645.3% | -614.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling