+215.6%
RSP vs TSEM
+879.4%
-663.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.9% | -8.6% | +0.6% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | +3.7% | -33.4% | +37.1% | +9.6% |
| 3M | +0.8% | -39.7% | +40.5% | +7.5% |
| 6M | +9.1% | -27.8% | +36.9% | +9.3% |
| YTD | +16.7% | +29.7% | -13.0% | +1.9% |
| 1Y | +19.7% | +81.1% | -61.5% | -3.4% |
| 3Y | +66.7% | +529.3% | -462.6% | -2.4% |
| 5Y | +48.7% | +315.0% | -266.3% | -6.2% |
| 10Y | +215.6% | +865.7% | -650.1% | +51.5% |
| All | +215.6% | +879.4% | -663.8% | +51.5% |
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