+82.5%
XOP vs TSEM
+888.2%
-805.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -2.2% |
| 7D | +2.6% | +6.9% | -4.3% | +1.3% |
| 30D | +15.4% | +5.3% | +10.1% | +13.8% |
| 3M | +12.1% | -14.9% | +27.0% | +12.6% |
| 6M | +19.7% | +80.0% | -60.3% | +2.9% |
| YTD | +52.4% | +89.4% | -37.0% | +28.9% |
| 1Y | +47.6% | +253.1% | -205.5% | +10.4% |
| 3Y | +34.4% | +642.1% | -607.8% | -14.3% |
| 5Y | +154.4% | +659.1% | -504.7% | +58.2% |
| 10Y | +54.7% | +1,291.4% | -1,236.7% | -14.7% |
| All | +82.5% | +888.2% | -805.7% | -10.4% |
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 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