+533.2%
XYZ vs TSEM
+1,292.2%
-759.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.6% | -3.5% |
| 7D | -1.0% | +6.9% | -7.9% | -3.3% |
| 30D | -1.7% | +5.3% | -7.0% | -4.8% |
| 3M | +16.7% | -14.9% | +31.7% | +17.0% |
| 6M | +26.9% | +80.0% | -53.2% | -12.2% |
| YTD | +27.1% | +89.4% | -62.2% | -15.8% |
| 1Y | +9.3% | +253.1% | -243.8% | -47.0% |
| 3Y | +42.3% | +642.1% | -599.9% | -54.0% |
| 5Y | -69.3% | +659.1% | -728.4% | -90.5% |
| 10Y | +586.8% | +1,291.4% | -704.6% | +59.1% |
| All | +533.2% | +1,292.2% | -759.0% | +38.5% |
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