+196.3%
TSEM vs EXR
+3,094.9%
-2,898.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | -17.5% | +5.2% | -22.7% | -18.7% |
| 30D | -44.7% | +20.9% | -65.5% | -47.5% |
| 3M | -38.9% | +7.7% | -46.6% | -40.3% |
| 6M | -36.7% | +13.2% | -49.9% | -39.4% |
| YTD | +17.0% | +26.5% | -9.5% | +8.6% |
| 1Y | +62.8% | +27.2% | +35.6% | +50.7% |
| 3Y | +471.3% | +71.5% | +399.8% | +379.3% |
| 5Y | +290.3% | +0.4% | +289.9% | +270.0% |
| 10Y | +790.1% | +225.2% | +564.9% | +481.7% |
| All | +196.3% | +3,094.9% | -2,898.6% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling