+273.0%
TSEM vs EXR
-0.3%
+273.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | -17.5% | +5.2% | -22.7% | -18.1% |
| 30D | -44.7% | +20.9% | -65.5% | -46.3% |
| 3M | -38.9% | +7.7% | -46.6% | -39.6% |
| 6M | -36.7% | +13.2% | -49.9% | -38.3% |
| YTD | +17.0% | +26.5% | -9.5% | +11.3% |
| 1Y | +62.8% | +27.2% | +35.6% | +54.6% |
| 3Y | +471.3% | +71.5% | +399.8% | +404.5% |
| All | +273.0% | -0.3% | +273.3% | +248.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling