+40.9%
XYZ vs TSEM
+629.0%
-588.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.6% | -2.3% |
| 7D | -1.0% | +6.9% | -7.9% | -2.3% |
| 30D | -1.7% | +5.3% | -7.0% | -3.5% |
| 3M | +16.7% | -14.9% | +31.7% | +17.2% |
| 6M | +26.9% | +80.0% | -53.2% | -3.2% |
| YTD | +27.1% | +89.4% | -62.2% | -6.7% |
| 1Y | +9.3% | +253.1% | -243.8% | -40.2% |
| All | +40.9% | +629.0% | -588.1% | -55.0% |
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