+235.4%
TSEM vs EXR
-2.8%
+238.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -2.1% |
| 7D | +4.7% | -3.1% | +7.8% | +3.9% |
| 30D | -14.2% | -7.5% | -6.7% | -15.9% |
| 3M | -5.0% | -7.5% | +2.5% | -7.0% |
| 6M | +87.6% | -5.2% | +92.8% | +79.6% |
| YTD | +84.4% | +6.5% | +77.9% | +83.7% |
| 1Y | +235.4% | -2.0% | +237.4% | +222.2% |
| All | +235.4% | -2.8% | +238.2% | +222.2% |
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