+638.0%
XYZ vs TSEM
+879.4%
-241.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.9% | -7.3% | 0.0% |
| 7D | +14.9% | -2.0% | +16.8% | +14.5% |
| 30D | +14.7% | -33.4% | +48.1% | +28.8% |
| 3M | +12.1% | -39.7% | +51.8% | +28.3% |
| 6M | +18.3% | -27.8% | +46.1% | +15.8% |
| YTD | +36.1% | +29.7% | +6.4% | -2.5% |
| 1Y | +35.3% | +81.1% | -45.8% | -19.0% |
| 3Y | +73.5% | +529.3% | -455.8% | -47.7% |
| 5Y | -61.6% | +315.0% | -376.6% | -86.1% |
| 10Y | +638.0% | +865.7% | -227.7% | +78.9% |
| All | +638.0% | +879.4% | -241.4% | +78.9% |
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