+748.7%
TSEM vs EXPE
+733.4%
+15.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +20.5% | -4.2% | +24.7% | +21.7% |
| 30D | -29.0% | -4.5% | -24.4% | -28.9% |
| 3M | -39.4% | -19.7% | -19.7% | -37.2% |
| 6M | -28.5% | +18.3% | -46.8% | -33.7% |
| YTD | +34.4% | -7.3% | +41.8% | +30.3% |
| 1Y | +48.3% | -3.9% | +52.2% | +42.5% |
| 3Y | +543.5% | +123.0% | +420.5% | +385.0% |
| 5Y | +331.4% | +47.9% | +283.5% | +244.2% |
| 10Y | +881.1% | +126.5% | +754.6% | +546.0% |
| All | +748.7% | +733.4% | +15.4% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling