+42.0%
TSEM vs RBA
+3,565.6%
-3,523.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.7% |
| 7D | +6.9% | -2.9% | +9.8% | +8.0% |
| 30D | +5.3% | -12.3% | +17.6% | +9.6% |
| 3M | -14.9% | -20.5% | +5.6% | -8.8% |
| 6M | +80.0% | -18.5% | +98.6% | +91.0% |
| YTD | +89.4% | -18.2% | +107.6% | +99.4% |
| 1Y | +253.1% | -27.5% | +280.6% | +286.1% |
| 3Y | +642.1% | +38.1% | +604.0% | +548.5% |
| 5Y | +659.1% | +44.8% | +614.3% | +529.3% |
| 10Y | +1,291.4% | +187.1% | +1,104.2% | +770.9% |
| All | +42.0% | +3,565.6% | -3,523.5% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling