+655.9%
TSEM vs EXE
+103.9%
+552.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +10.4% | -1.8% | +12.2% | +10.7% |
| 30D | -12.9% | +6.4% | -19.3% | -13.9% |
| 3M | -9.2% | +9.2% | -18.4% | -10.6% |
| 6M | +98.8% | -7.0% | +105.8% | +100.7% |
| YTD | +87.2% | -9.5% | +96.7% | +89.3% |
| 1Y | +239.0% | +6.2% | +232.7% | +233.4% |
| 3Y | +679.5% | +20.7% | +658.8% | +651.4% |
| All | +655.9% | +103.9% | +552.0% | +575.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling