+1,115.8%
RSP vs TSEM
+154.3%
+961.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -0.9% |
| 7D | -1.0% | -17.5% | +16.5% | +0.9% |
| 30D | +2.6% | -44.7% | +47.3% | +8.9% |
| 3M | -0.8% | -38.9% | +38.1% | +3.6% |
| 6M | +6.3% | -36.7% | +42.9% | +8.6% |
| YTD | +14.1% | +17.0% | -2.8% | +7.3% |
| 1Y | +18.0% | +62.8% | -44.8% | +6.3% |
| 3Y | +61.0% | +471.3% | -410.3% | +22.9% |
| 5Y | +45.6% | +290.3% | -244.7% | +14.8% |
| 10Y | +220.2% | +790.1% | -569.9% | +125.5% |
| All | +1,115.8% | +154.3% | +961.4% | +686.2% |
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