+47.6%
EXC vs TSEM
+657.0%
-609.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -0.8% |
| 7D | +0.3% | +6.9% | -6.6% | +0.5% |
| 30D | -3.7% | +5.3% | -9.0% | -3.5% |
| 3M | -1.3% | -14.9% | +13.6% | -1.3% |
| 6M | -9.7% | +80.0% | -89.7% | -8.3% |
| YTD | +2.9% | +89.4% | -86.5% | +4.7% |
| 1Y | +4.4% | +253.1% | -248.7% | +7.3% |
| 3Y | +22.2% | +642.1% | -619.9% | +24.8% |
| All | +47.6% | +657.0% | -609.4% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling