+852.7%
TSEM vs RBA
+204.3%
+648.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | +20.5% | -0.5% | +21.1% | +20.7% |
| 30D | -29.0% | +6.8% | -35.8% | -30.6% |
| 3M | -39.4% | +9.5% | -48.8% | -41.4% |
| 6M | -28.5% | -8.2% | -20.3% | -27.5% |
| YTD | +34.4% | -7.7% | +42.2% | +35.4% |
| 1Y | +48.3% | -6.9% | +55.2% | +49.0% |
| 3Y | +543.5% | +61.6% | +481.9% | +444.6% |
| 5Y | +331.4% | +44.7% | +286.7% | +266.2% |
| All | +852.7% | +204.3% | +648.4% | +501.1% |
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