-45.3%
TSEM vs EXEL
+341.7%
-387.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +20.5% | +1.6% | +18.9% | +20.3% |
| 30D | -29.0% | +17.4% | -46.3% | -30.5% |
| 3M | -39.4% | +38.6% | -78.0% | -42.1% |
| 6M | -28.5% | +41.2% | -69.7% | -32.1% |
| YTD | +34.4% | +59.3% | -24.9% | +25.1% |
| 1Y | +48.3% | +60.2% | -11.9% | +37.9% |
| 3Y | +543.5% | +232.6% | +311.0% | +432.0% |
| 5Y | +331.4% | +285.9% | +45.6% | +245.4% |
| 10Y | +881.1% | +325.9% | +555.3% | +633.3% |
| All | -45.3% | +341.7% | -387.0% | -68.6% |
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