+33.6%
XLY vs TSEM
+645.3%
-611.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | -1.7% | -4.9% | +3.2% | -1.1% |
| 30D | -4.2% | -18.7% | +14.6% | -1.8% |
| 3M | -2.7% | -18.1% | +15.4% | -1.7% |
| 6M | -0.6% | +77.1% | -77.7% | -14.4% |
| YTD | -5.0% | +80.1% | -85.2% | -19.6% |
| 1Y | -4.1% | +220.4% | -224.5% | -30.3% |
| 3Y | +33.6% | +650.1% | -616.5% | -27.4% |
| All | +33.6% | +645.3% | -611.7% | -27.4% |
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