+1,634.4%
EXC vs TSEM
+10.0%
+1,624.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.2% | +10.4% | -9.2% | +0.9% |
| 30D | -2.7% | -12.9% | +10.2% | -2.4% |
| 3M | -1.0% | -9.2% | +8.2% | -1.1% |
| 6M | -9.3% | +98.8% | -108.0% | -11.8% |
| YTD | +3.6% | +87.2% | -83.6% | +0.8% |
| 1Y | +5.9% | +239.0% | -233.1% | +1.0% |
| 3Y | +21.3% | +679.5% | -658.2% | +11.9% |
| 5Y | +46.2% | +667.3% | -621.1% | +34.3% |
| 10Y | +151.5% | +1,301.0% | -1,149.5% | +125.2% |
| All | +1,634.4% | +10.0% | +1,624.3% | +1,354.4% |
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