+9.1%
XLV vs TSEM
+80.1%
-71.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.7% |
| 7D | -4.4% | +0.9% | -5.3% | -4.3% |
| 30D | -1.4% | -16.6% | +15.2% | -1.9% |
| 3M | +8.9% | -10.9% | +19.8% | +8.1% |
| 6M | +9.1% | +78.0% | -68.9% | +2.1% |
| All | +9.1% | +80.1% | -71.0% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling