+865.7%
TSEM vs RBA
+236.6%
+629.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +10.2% |
| 7D | -2.0% | +2.5% | -4.5% | -2.6% |
| 30D | -33.4% | +11.6% | -45.0% | -35.7% |
| 3M | -39.7% | +1.5% | -41.2% | -40.4% |
| 6M | -27.8% | -6.6% | -21.2% | -27.1% |
| YTD | +29.7% | -6.3% | +36.0% | +30.0% |
| 1Y | +81.1% | -4.0% | +85.1% | +80.4% |
| 3Y | +529.3% | +47.3% | +482.0% | +446.3% |
| 5Y | +315.0% | +47.7% | +267.3% | +250.6% |
| 10Y | +865.7% | +224.7% | +641.0% | +514.0% |
| All | +865.7% | +236.6% | +629.1% | +514.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling