+1,316.2%
TSEM vs EXPD
+314.6%
+1,001.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +7.0% | +7.5% |
| 7D | +6.9% | -1.1% | +8.0% | +7.4% |
| 30D | +5.3% | +4.1% | +1.2% | +3.5% |
| 3M | -14.9% | +17.9% | -32.8% | -20.8% |
| 6M | +80.0% | +29.2% | +50.8% | +60.9% |
| YTD | +89.4% | +27.4% | +62.0% | +68.3% |
| 1Y | +253.1% | +56.8% | +196.3% | +184.8% |
| 3Y | +642.1% | +68.0% | +574.1% | +468.5% |
| 5Y | +659.1% | +61.9% | +597.2% | +478.2% |
| All | +1,316.2% | +314.6% | +1,001.6% | +564.9% |
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