+61.0%
RSP vs TSEM
+468.0%
-407.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -0.8% |
| 7D | -1.0% | -17.5% | +16.5% | +0.3% |
| 30D | +2.6% | -44.7% | +47.3% | +7.1% |
| 3M | -0.8% | -38.9% | +38.1% | +2.3% |
| 6M | +6.3% | -36.7% | +42.9% | +7.2% |
| YTD | +14.1% | +17.0% | -2.8% | +5.0% |
| 1Y | +18.0% | +62.8% | -44.8% | +2.5% |
| 3Y | +61.0% | +471.3% | -410.3% | +5.7% |
| All | +61.0% | +468.0% | -407.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling