+220.4%
TSEM vs EXE
+1.0%
+219.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.9% |
| 7D | -4.9% | -3.1% | -1.7% | -4.5% |
| 30D | -18.7% | -0.9% | -17.8% | -18.7% |
| 3M | -18.1% | +9.6% | -27.7% | -19.4% |
| 6M | +77.1% | -11.6% | +88.7% | +80.7% |
| YTD | +80.1% | -12.6% | +92.7% | +84.1% |
| 1Y | +220.4% | +1.2% | +219.2% | +227.3% |
| All | +220.4% | +1.0% | +219.4% | +227.3% |
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