+1,326.7%
TSEM vs EXPE
+153.6%
+1,173.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +4.7% | -11.5% | +16.2% | +7.7% |
| 30D | -14.2% | -13.1% | -1.2% | -11.7% |
| 3M | -5.0% | +18.1% | -23.2% | -10.8% |
| 6M | +87.6% | +13.3% | +74.3% | +77.3% |
| YTD | +84.4% | -3.2% | +87.7% | +79.3% |
| 1Y | +235.4% | +26.1% | +209.3% | +200.8% |
| 3Y | +668.0% | +151.7% | +516.3% | +453.8% |
| 5Y | +644.7% | +88.3% | +556.4% | +455.8% |
| 10Y | +1,326.7% | +158.0% | +1,168.7% | +772.3% |
| All | +1,326.7% | +153.6% | +1,173.1% | +772.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling