+21.3%
EXC vs TSEM
+668.6%
-647.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.2% | +10.4% | -9.2% | +1.7% |
| 30D | -2.7% | -12.9% | +10.2% | -3.2% |
| 3M | -1.0% | -9.2% | +8.2% | -0.8% |
| 6M | -9.3% | +98.8% | -108.0% | -6.1% |
| YTD | +3.6% | +87.2% | -83.6% | +7.2% |
| 1Y | +5.9% | +239.0% | -233.1% | +12.6% |
| 3Y | +21.3% | +679.5% | -658.2% | +30.6% |
| All | +21.3% | +668.6% | -647.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling