+204.4%
RSP vs TSEM
+1,300.1%
-1,095.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.4% | +10.4% | -10.8% | -2.1% |
| 30D | -1.5% | -12.9% | +11.4% | +0.4% |
| 3M | +4.8% | -9.2% | +14.0% | +4.1% |
| 6M | +10.3% | +98.8% | -88.5% | -8.2% |
| YTD | +14.1% | +87.2% | -73.1% | -4.9% |
| 1Y | +17.0% | +239.0% | -222.0% | -15.0% |
| 3Y | +54.2% | +679.5% | -625.3% | -10.9% |
| 5Y | +51.5% | +667.3% | -615.8% | -15.0% |
| 10Y | +204.4% | +1,301.0% | -1,096.6% | +32.9% |
| All | +204.4% | +1,300.1% | -1,095.7% | +32.9% |
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