+786.5%
TSEM vs EXPE
+123.5%
+663.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.8% | -6.7% |
| 7D | +7.0% | -0.5% | +7.4% | +7.1% |
| 30D | -29.8% | -6.1% | -23.7% | -29.4% |
| 3M | -41.9% | -21.3% | -20.6% | -39.5% |
| 6M | -45.8% | +19.0% | -64.8% | -49.9% |
| YTD | +25.1% | -8.4% | +33.5% | +21.6% |
| 1Y | +48.2% | -2.8% | +51.0% | +41.6% |
| 3Y | +476.5% | +120.8% | +355.7% | +325.7% |
| 5Y | +301.4% | +46.2% | +255.3% | +219.7% |
| All | +786.5% | +123.5% | +663.0% | +422.5% |
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