+207.6%
TSEM vs EXPE
+28.4%
+179.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -3.8% |
| 7D | +0.9% | -8.7% | +9.6% | +0.4% |
| 30D | -16.6% | -13.6% | -3.0% | -17.3% |
| 3M | -10.9% | +26.6% | -37.6% | -12.7% |
| 6M | +78.0% | +19.9% | +58.1% | +75.4% |
| YTD | +77.2% | -1.7% | +78.9% | +80.3% |
| 1Y | +207.6% | +29.4% | +178.1% | +207.8% |
| All | +207.6% | +28.4% | +179.1% | +207.8% |
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