+11.3%
TSEM vs EXPD
+20,003.6%
-19,992.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +7.0% | +7.6% |
| 7D | +6.9% | -1.1% | +8.0% | +7.3% |
| 30D | +5.3% | +4.1% | +1.2% | +4.0% |
| 3M | -14.9% | +17.9% | -32.8% | -19.3% |
| 6M | +80.0% | +29.2% | +50.8% | +65.7% |
| YTD | +89.4% | +27.4% | +62.0% | +73.8% |
| 1Y | +253.1% | +56.8% | +196.3% | +202.4% |
| 3Y | +642.1% | +68.0% | +574.1% | +515.3% |
| 5Y | +659.1% | +61.9% | +597.2% | +525.3% |
| 10Y | +1,291.4% | +316.0% | +975.4% | +751.7% |
| All | +11.3% | +20,003.6% | -19,992.3% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling