+679.5%
TSEM vs EXR
+23.6%
+655.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +10.4% | -0.7% | +11.1% | +10.5% |
| 30D | -12.9% | -6.9% | -6.0% | -12.1% |
| 3M | -9.2% | -3.0% | -6.2% | -9.5% |
| 6M | +98.8% | -2.9% | +101.7% | +97.5% |
| YTD | +87.2% | +9.3% | +77.9% | +81.6% |
| 1Y | +239.0% | -0.9% | +239.9% | +235.3% |
| 3Y | +679.5% | +24.7% | +654.8% | +601.7% |
| All | +679.5% | +23.6% | +655.9% | +601.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling