The president's party has retained most Senate seats in states that leaned toward it

Seats defended and lost in midterms by the president's party based on how much the state leaned toward or away from the president's party in the last presidential election, 1994-2022

The lean of a state is its margin in a presidential race vs. the national popular vote margin.
Source: Dave Leip's Atlas of U.S. Presidential Elections, State Election Results, U.S. Senate