+599.4%
TSEM vs EXE
+191.4%
+408.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.0% | +8.0% |
| 7D | +6.9% | -0.3% | +7.1% | +6.9% |
| 30D | +5.3% | +8.5% | -3.1% | +3.8% |
| 3M | -14.9% | +5.5% | -20.4% | -15.7% |
| 6M | +80.0% | -5.9% | +85.9% | +81.4% |
| YTD | +89.4% | -9.7% | +99.1% | +91.6% |
| 1Y | +253.1% | +3.6% | +249.5% | +248.8% |
| 3Y | +642.1% | +18.0% | +624.1% | +616.9% |
| 5Y | +659.1% | +109.4% | +549.7% | +565.2% |
| All | +599.4% | +191.4% | +408.0% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling