+80.5%
TSEM vs EXEL
+92.4%
-11.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.4% | -8.7% |
| 7D | -23.1% | +9.8% | -32.9% | -23.0% |
| 30D | -40.4% | +23.6% | -64.0% | -40.7% |
| 3M | -37.9% | +29.9% | -67.8% | -38.5% |
| 6M | -30.8% | +64.7% | -95.5% | -33.7% |
| YTD | +26.7% | +66.0% | -39.3% | +20.1% |
| 1Y | +80.5% | +92.0% | -11.5% | +49.4% |
| All | +80.5% | +92.4% | -11.9% | +49.4% |
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