+718.8%
TSEM vs EXPE
+727.3%
-8.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -2.0% | -13.3% | +11.4% | +1.0% |
| 30D | -33.4% | -5.5% | -27.9% | -33.2% |
| 3M | -39.7% | -16.5% | -23.2% | -38.1% |
| 6M | -27.8% | +13.1% | -40.9% | -32.4% |
| YTD | +29.7% | -8.0% | +37.7% | +25.9% |
| 1Y | +81.1% | +1.1% | +80.0% | +71.9% |
| 3Y | +529.3% | +131.2% | +398.1% | +369.7% |
| 5Y | +315.0% | +39.8% | +275.2% | +235.7% |
| 10Y | +865.7% | +118.5% | +747.2% | +541.0% |
| All | +718.8% | +727.3% | -8.6% | +211.6% |
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