-63.7%
XYZ vs TSEM
+297.9%
-361.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.9% | +9.8% | +4.3% |
| 7D | -1.1% | +7.0% | -8.0% | -2.7% |
| 30D | +11.5% | -29.8% | +41.3% | +18.9% |
| 3M | +1.8% | -41.9% | +43.7% | +12.5% |
| 6M | +21.2% | -45.8% | +67.0% | +31.2% |
| YTD | +29.9% | +25.1% | +4.8% | +0.7% |
| 1Y | +35.8% | +48.2% | -12.5% | -2.6% |
| 3Y | +62.6% | +476.5% | -413.9% | -37.7% |
| All | -63.7% | +297.9% | -361.6% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling