+253.1%
TSEM vs EXPE
+40.7%
+212.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.5% | +7.7% |
| 7D | +6.9% | -9.5% | +16.4% | +6.1% |
| 30D | +5.3% | -6.6% | +11.9% | +4.9% |
| 3M | -14.9% | +31.4% | -46.3% | -16.0% |
| 6M | +80.0% | +35.2% | +44.8% | +77.3% |
| YTD | +89.4% | +5.8% | +83.5% | +93.6% |
| 1Y | +253.1% | +38.7% | +214.4% | +258.7% |
| All | +253.1% | +40.7% | +212.4% | +258.7% |
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