+239.0%
TSEM vs RBA
-28.4%
+267.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | +10.4% | -1.1% | +11.5% | +10.7% |
| 30D | -12.9% | -13.2% | +0.3% | -10.1% |
| 3M | -9.2% | -21.4% | +12.2% | -3.8% |
| 6M | +98.8% | -20.9% | +119.6% | +109.4% |
| YTD | +87.2% | -19.9% | +107.1% | +95.7% |
| 1Y | +239.0% | -28.7% | +267.6% | +234.1% |
| All | +239.0% | -28.4% | +267.4% | +234.1% |
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 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