+211.0%
RSP vs TSEM
+805.6%
-594.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +1.3% |
| 7D | +2.4% | +7.0% | -4.6% | +1.1% |
| 30D | +4.3% | -29.8% | +34.0% | +9.2% |
| 3M | -0.3% | -41.9% | +41.6% | +6.9% |
| 6M | +9.8% | -45.8% | +55.6% | +16.5% |
| YTD | +16.8% | +25.1% | -8.3% | +2.5% |
| 1Y | +19.5% | +48.2% | -28.7% | +0.8% |
| 3Y | +65.1% | +476.5% | -411.3% | -1.8% |
| 5Y | +48.7% | +301.4% | -252.7% | -5.9% |
| All | +211.0% | +805.6% | -594.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling