+50.5%
TSEM vs EXR
+26.0%
+24.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.3% |
| 7D | -9.5% | +1.7% | -11.2% | -8.8% |
| 30D | -35.5% | +18.0% | -53.5% | -32.4% |
| 3M | -41.6% | +9.7% | -51.2% | -39.8% |
| 6M | -30.1% | +13.4% | -43.5% | -28.9% |
| YTD | +25.7% | +26.3% | -0.6% | +27.3% |
| 1Y | +50.5% | +27.6% | +22.9% | +51.9% |
| All | +50.5% | +26.0% | +24.4% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling