+1,326.7%
TSEM vs EXR
+144.7%
+1,181.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -1.0% |
| 7D | +4.7% | -3.1% | +7.8% | +5.3% |
| 30D | -14.2% | -7.5% | -6.7% | -13.1% |
| 3M | -5.0% | -7.5% | +2.5% | -4.2% |
| 6M | +87.6% | -5.2% | +92.8% | +88.1% |
| YTD | +84.4% | +6.5% | +77.9% | +80.6% |
| 1Y | +235.4% | -2.0% | +237.4% | +233.2% |
| 3Y | +668.0% | +21.5% | +646.4% | +620.6% |
| 5Y | +644.7% | -11.5% | +656.3% | +633.6% |
| 10Y | +1,326.7% | +148.0% | +1,178.7% | +1,096.1% |
| All | +1,326.7% | +144.7% | +1,181.9% | +1,096.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling