+80.5%
TSEM vs EXPD
+53.8%
+26.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -7.5% |
| 7D | -23.1% | +0.3% | -23.4% | -23.0% |
| 30D | -40.4% | +1.8% | -42.2% | -40.6% |
| 3M | -37.9% | +8.9% | -46.8% | -39.6% |
| 6M | -30.8% | +42.2% | -73.0% | -38.0% |
| YTD | +26.7% | +33.4% | -6.6% | +9.1% |
| 1Y | +80.5% | +47.2% | +33.3% | +39.8% |
| All | +80.5% | +53.8% | +26.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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