+48.3%
TSEM vs EXE
-24.1%
+72.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +20.5% | +3.6% | +17.0% | +19.9% |
| 30D | -29.0% | -4.3% | -24.6% | -28.7% |
| 3M | -39.4% | -7.7% | -31.7% | -39.1% |
| 6M | -28.5% | -7.2% | -21.3% | -28.5% |
| YTD | +34.4% | -18.5% | +53.0% | +37.7% |
| 1Y | +48.3% | -24.4% | +72.7% | +56.1% |
| All | +48.3% | -24.1% | +72.4% | +56.1% |
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