-12.3%
TSEM vs RBA
+4,003.4%
-4,015.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.2% | +5.3% |
| 7D | -17.5% | +4.3% | -21.8% | -18.8% |
| 30D | -44.7% | +16.3% | -61.0% | -47.7% |
| 3M | -38.9% | +1.3% | -40.2% | -39.7% |
| 6M | -36.7% | -11.1% | -25.6% | -35.2% |
| YTD | +17.0% | -8.5% | +25.4% | +17.8% |
| 1Y | +62.8% | -2.1% | +64.9% | +60.5% |
| 3Y | +471.3% | +44.6% | +426.7% | +389.1% |
| 5Y | +290.3% | +36.8% | +253.5% | +228.6% |
| 10Y | +790.1% | +227.3% | +562.8% | +430.0% |
| All | -12.3% | +4,003.4% | -4,015.7% | -72.8% |
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