-49.1%
TSEM vs EXEL
+336.4%
-385.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.8% |
| 7D | +7.0% | -0.8% | +7.8% | +7.1% |
| 30D | -29.8% | +13.1% | -42.9% | -30.9% |
| 3M | -41.9% | +36.3% | -78.3% | -44.4% |
| 6M | -45.8% | +34.5% | -80.3% | -48.2% |
| YTD | +25.1% | +57.4% | -32.3% | +16.6% |
| 1Y | +48.2% | +62.9% | -14.7% | +37.5% |
| 3Y | +476.5% | +229.5% | +247.0% | +377.2% |
| 5Y | +301.4% | +281.2% | +20.2% | +222.0% |
| 10Y | +812.9% | +320.7% | +492.2% | +583.6% |
| All | -49.1% | +336.4% | -385.5% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling