+253.1%
TSEM vs EXEL
+59.2%
+193.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +6.9% | +8.4% | -1.5% | +6.4% |
| 30D | +5.3% | +4.1% | +1.2% | +4.9% |
| 3M | -14.9% | +12.4% | -27.3% | -16.0% |
| 6M | +80.0% | +41.5% | +38.5% | +72.8% |
| YTD | +89.4% | +34.6% | +54.7% | +82.3% |
| 1Y | +253.1% | +57.9% | +195.2% | +237.4% |
| All | +253.1% | +59.2% | +193.9% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling