-36.7%
TSEM vs EXPD
+20.5%
-57.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +6.3% |
| 7D | -17.5% | -7.2% | -10.3% | -12.9% |
| 30D | -44.7% | -3.3% | -41.4% | -42.5% |
| 3M | -38.9% | +3.4% | -42.3% | -38.0% |
| 6M | -36.7% | +22.7% | -59.4% | -33.2% |
| All | -36.7% | +20.5% | -57.2% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling