+679.5%
TSEM vs EXE
+19.7%
+659.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +10.4% | -1.8% | +12.2% | +10.9% |
| 30D | -12.9% | +6.4% | -19.3% | -14.5% |
| 3M | -9.2% | +9.2% | -18.4% | -11.4% |
| 6M | +98.8% | -7.0% | +105.8% | +102.0% |
| YTD | +87.2% | -9.5% | +96.7% | +90.8% |
| 1Y | +239.0% | +6.2% | +232.7% | +228.1% |
| All | +679.5% | +19.7% | +659.8% | +620.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling