+196.7%
EXC vs TSEM
+805.6%
-608.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.3% | +1.7% |
| 7D | +1.4% | +7.0% | -5.6% | +1.0% |
| 30D | +8.6% | -29.8% | +38.3% | +10.1% |
| 3M | +2.4% | -41.9% | +44.3% | +4.6% |
| 6M | +6.5% | -45.8% | +52.2% | +8.4% |
| YTD | +9.0% | +25.1% | -16.1% | +3.1% |
| 1Y | +4.6% | +48.2% | -43.7% | -2.8% |
| 3Y | +33.5% | +476.5% | -443.0% | +4.0% |
| 5Y | +41.4% | +301.4% | -260.0% | +13.8% |
| All | +196.7% | +805.6% | -608.9% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling