-36.7%
TSEM vs RBA
-12.2%
-24.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.2% | +4.7% |
| 7D | -17.5% | +4.3% | -21.8% | -17.3% |
| 30D | -44.7% | +16.3% | -61.0% | -44.7% |
| 3M | -38.9% | +1.3% | -40.2% | -36.8% |
| 6M | -36.7% | -11.1% | -25.6% | -30.2% |
| All | -36.7% | -12.2% | -24.5% | -30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling