+769.2%
TSEM vs EXPD
+304.0%
+465.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +5.8% |
| 7D | -17.5% | -7.2% | -10.3% | -14.6% |
| 30D | -44.7% | -3.3% | -41.4% | -43.7% |
| 3M | -38.9% | +3.4% | -42.3% | -39.6% |
| 6M | -36.7% | +22.7% | -59.4% | -41.9% |
| YTD | +17.0% | +24.5% | -7.6% | +5.2% |
| 1Y | +62.8% | +38.6% | +24.2% | +39.8% |
| 3Y | +471.3% | +71.5% | +399.8% | +335.6% |
| 5Y | +290.3% | +56.2% | +234.0% | +204.6% |
| All | +769.2% | +304.0% | +465.2% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling