+1,095.4%
TSEM vs EXPE
+851.4%
+243.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.5% | +8.3% |
| 7D | +6.9% | -9.5% | +16.4% | +9.5% |
| 30D | +5.3% | -6.6% | +11.9% | +6.7% |
| 3M | -14.9% | +31.4% | -46.3% | -21.9% |
| 6M | +80.0% | +35.2% | +44.8% | +62.8% |
| YTD | +89.4% | +5.8% | +83.6% | +80.3% |
| 1Y | +253.1% | +38.7% | +214.4% | +211.8% |
| 3Y | +642.1% | +175.8% | +466.3% | +435.6% |
| 5Y | +659.1% | +111.8% | +547.3% | +458.2% |
| 10Y | +1,291.4% | +179.7% | +1,111.7% | +781.7% |
| All | +1,095.4% | +851.4% | +243.9% | +346.3% |
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