-45.8%
TSEM vs EXE
-6.5%
-39.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.1% |
| 7D | +7.0% | +5.3% | +1.6% | +6.0% |
| 30D | -29.8% | -2.2% | -27.6% | -29.9% |
| 3M | -41.9% | -5.9% | -36.0% | -42.3% |
| 6M | -45.8% | -5.7% | -40.0% | -48.9% |
| All | -45.8% | -6.5% | -39.3% | -48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling