+529.3%
TSEM vs EXPE
+125.5%
+403.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -2.0% | -13.3% | +11.4% | -0.2% |
| 30D | -33.4% | -5.5% | -27.9% | -33.2% |
| 3M | -39.7% | -16.5% | -23.2% | -38.6% |
| 6M | -27.8% | +13.1% | -40.9% | -32.0% |
| YTD | +29.7% | -8.0% | +37.7% | +27.7% |
| 1Y | +81.1% | +1.1% | +80.0% | +73.3% |
| 3Y | +529.3% | +131.2% | +398.1% | +353.0% |
| All | +529.3% | +125.5% | +403.8% | +353.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling