+80.5%
TSEM vs RBA
-2.0%
+82.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.8% | -8.9% |
| 7D | -23.1% | +12.7% | -35.8% | -24.2% |
| 30D | -40.4% | +15.5% | -55.9% | -41.4% |
| 3M | -37.9% | -14.0% | -23.8% | -33.9% |
| 6M | -30.8% | -8.8% | -22.0% | -27.4% |
| YTD | +26.7% | -6.9% | +33.6% | +26.3% |
| 1Y | +80.5% | -3.0% | +83.5% | +75.3% |
| All | +80.5% | -2.0% | +82.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling