+554.5%
TSEM vs EXE
+188.3%
+366.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | -16.6% | -0.8% | -15.8% | -16.6% |
| 3M | -10.9% | +10.0% | -20.9% | -12.4% |
| 6M | +78.0% | -6.3% | +84.4% | +79.5% |
| YTD | +77.2% | -10.7% | +87.9% | +79.6% |
| 1Y | +207.6% | +2.7% | +204.9% | +204.2% |
| 3Y | +637.8% | +19.1% | +618.7% | +612.3% |
| 5Y | +617.0% | +105.4% | +511.6% | +530.4% |
| All | +554.5% | +188.3% | +366.2% | +423.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling