+580.0%
XYZ vs TSEM
+1,300.1%
-720.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +2.9% | +10.4% | -7.6% | -0.9% |
| 30D | +1.4% | -12.9% | +14.3% | +5.8% |
| 3M | +14.6% | -9.2% | +23.7% | +11.9% |
| 6M | +20.8% | +98.8% | -78.0% | -21.1% |
| YTD | +23.1% | +87.2% | -64.1% | -19.6% |
| 1Y | +5.6% | +239.0% | -233.3% | -49.4% |
| 3Y | +50.9% | +679.5% | -628.6% | -55.0% |
| 5Y | -68.6% | +667.3% | -735.8% | -90.9% |
| 10Y | +580.0% | +1,301.0% | -721.1% | +43.9% |
| All | +580.0% | +1,300.1% | -720.2% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling