+554.0%
XYZ vs TSEM
+760.0%
-206.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | +0.1% |
| 7D | +12.1% | -17.5% | +29.7% | +18.3% |
| 30D | +12.4% | -44.7% | +57.0% | +34.0% |
| 3M | +8.2% | -38.9% | +47.1% | +22.3% |
| 6M | +20.7% | -36.7% | +57.4% | +24.0% |
| YTD | +31.3% | +17.0% | +14.4% | -1.1% |
| 1Y | +20.5% | +62.8% | -42.3% | -23.4% |
| 3Y | +72.6% | +471.3% | -398.7% | -42.7% |
| 5Y | -64.0% | +290.3% | -354.3% | -86.1% |
| 10Y | +601.8% | +790.1% | -188.3% | +83.6% |
| All | +554.0% | +760.0% | -206.0% | +62.8% |
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