+663.0%
TSEM vs EXR
-11.8%
+674.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +8.0% |
| 7D | +6.9% | -2.6% | +9.5% | +7.3% |
| 30D | +5.3% | -7.2% | +12.5% | +6.5% |
| 3M | -14.9% | -3.5% | -11.4% | -14.9% |
| 6M | +80.0% | -5.3% | +85.3% | +80.4% |
| YTD | +89.4% | +9.4% | +80.0% | +84.4% |
| 1Y | +253.1% | +1.3% | +251.8% | +248.3% |
| 3Y | +642.1% | +22.4% | +619.7% | +593.7% |
| All | +663.0% | -11.8% | +674.8% | +633.9% |
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 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