+80.5%
TSEM vs EXPE
+48.9%
+31.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +10.5% | -19.3% | -6.9% |
| 7D | -23.1% | +14.6% | -37.8% | -21.2% |
| 30D | -40.4% | +21.4% | -61.8% | -38.6% |
| 3M | -37.9% | +1.4% | -39.2% | -36.7% |
| 6M | -30.8% | +28.6% | -59.4% | -29.6% |
| YTD | +26.7% | +12.1% | +14.6% | +33.1% |
| 1Y | +80.5% | +50.0% | +30.5% | +75.0% |
| All | +80.5% | +48.9% | +31.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling