+362.1%
TSEM vs EXE
+165.2%
+196.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.5% |
| 3M | -41.9% | -5.9% | -36.0% | -41.4% |
| 6M | -45.8% | -5.7% | -40.0% | -45.4% |
| YTD | +25.1% | -17.8% | +42.9% | +28.4% |
| 1Y | +48.2% | -23.1% | +71.4% | +53.8% |
| 3Y | +476.5% | +21.2% | +455.3% | +457.6% |
| 5Y | +301.4% | +78.8% | +222.6% | +262.3% |
| All | +362.1% | +165.2% | +196.9% | +274.1% |
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