+663.0%
TSEM vs RBA
+45.3%
+617.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.8% |
| 7D | +6.9% | -2.9% | +9.8% | +7.7% |
| 30D | +5.3% | -12.3% | +17.6% | +8.6% |
| 3M | -14.9% | -20.5% | +5.6% | -10.2% |
| 6M | +80.0% | -18.5% | +98.6% | +88.7% |
| YTD | +89.4% | -18.2% | +107.6% | +97.3% |
| 1Y | +253.1% | -27.5% | +280.6% | +278.7% |
| 3Y | +642.1% | +38.1% | +604.0% | +589.8% |
| All | +663.0% | +45.3% | +617.7% | +584.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling