+644.7%
TSEM vs EXEL
+194.6%
+450.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | +4.7% | -0.3% | +5.1% | +4.8% |
| 30D | -14.2% | +10.1% | -24.4% | -15.5% |
| 3M | -5.0% | +10.1% | -15.1% | -6.8% |
| 6M | +87.6% | +37.7% | +49.9% | +77.2% |
| YTD | +84.4% | +33.1% | +51.4% | +74.7% |
| 1Y | +235.4% | +52.4% | +183.0% | +209.7% |
| 3Y | +668.0% | +163.8% | +504.2% | +530.1% |
| 5Y | +644.7% | +198.5% | +446.2% | +452.5% |
| All | +644.7% | +194.6% | +450.1% | +452.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling