+253.1%
TSEM vs EXE
+3.1%
+250.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.0% | +8.0% |
| 7D | +6.9% | -0.3% | +7.1% | +6.9% |
| 30D | +5.3% | +8.5% | -3.1% | +3.7% |
| 3M | -14.9% | +5.5% | -20.4% | -15.8% |
| 6M | +80.0% | -5.9% | +85.9% | +82.2% |
| YTD | +89.4% | -9.7% | +99.1% | +92.9% |
| 1Y | +253.1% | +3.6% | +249.5% | +255.6% |
| All | +253.1% | +3.1% | +250.0% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling