+471.3%
TSEM vs EXPD
+68.8%
+402.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +5.7% |
| 7D | -17.5% | -7.2% | -10.3% | -15.1% |
| 30D | -44.7% | -3.3% | -41.4% | -43.8% |
| 3M | -38.9% | +3.4% | -42.3% | -39.2% |
| 6M | -36.7% | +22.7% | -59.4% | -40.4% |
| YTD | +17.0% | +24.5% | -7.6% | +8.3% |
| 1Y | +62.8% | +38.6% | +24.2% | +45.3% |
| 3Y | +471.3% | +71.5% | +399.8% | +371.6% |
| All | +471.3% | +68.8% | +402.5% | +371.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling