+679.5%
TSEM vs EXPE
+162.6%
+516.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.7% | +0.2% |
| 7D | +10.4% | -9.8% | +20.2% | +12.2% |
| 30D | -12.9% | -11.5% | -1.4% | -11.4% |
| 3M | -9.2% | +21.7% | -30.9% | -14.7% |
| 6M | +98.8% | +10.4% | +88.4% | +90.4% |
| YTD | +87.2% | -2.5% | +89.7% | +83.8% |
| 1Y | +239.0% | +27.3% | +211.6% | +205.4% |
| 3Y | +679.5% | +153.5% | +526.0% | +483.8% |
| All | +679.5% | +162.6% | +516.9% | +483.8% |
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 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