+1,127.7%
RSP vs TSEM
+311.7%
+816.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -1.4% |
| 7D | -0.8% | +6.9% | -7.7% | -1.6% |
| 30D | -0.3% | +5.3% | -5.6% | -1.2% |
| 3M | +4.3% | -14.9% | +19.2% | +4.7% |
| 6M | +8.8% | +80.0% | -71.2% | -1.1% |
| YTD | +15.3% | +89.4% | -74.1% | +3.6% |
| 1Y | +18.3% | +253.1% | -234.8% | -1.7% |
| 3Y | +52.8% | +642.1% | -589.3% | +14.3% |
| 5Y | +51.7% | +659.1% | -607.4% | +11.9% |
| 10Y | +208.5% | +1,291.4% | -1,082.9% | +108.3% |
| All | +1,127.7% | +311.7% | +816.0% | +658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling