+1,282.5%
TSEM vs EXEL
+375.2%
+907.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.1% |
| 7D | -4.9% | -4.9% | 0.0% | -4.0% |
| 30D | -18.7% | +11.4% | -30.1% | -20.4% |
| 3M | -18.1% | +4.9% | -23.0% | -19.2% |
| 6M | +77.1% | +34.4% | +42.7% | +66.7% |
| YTD | +80.1% | +28.0% | +52.1% | +70.6% |
| 1Y | +220.4% | +43.6% | +176.7% | +196.3% |
| 3Y | +650.1% | +155.2% | +494.9% | +508.1% |
| 5Y | +628.9% | +181.2% | +447.7% | +469.5% |
| All | +1,282.5% | +375.2% | +907.3% | +889.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling