+849.9%
TSEM vs REPL
-9.7%
+859.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | +4.7% | -9.6% | +14.3% | +5.2% |
| 30D | -14.2% | +5.7% | -20.0% | -14.5% |
| 3M | -5.0% | +56.4% | -61.4% | -8.8% |
| 6M | +87.6% | +67.4% | +20.1% | +72.7% |
| YTD | +84.4% | +48.7% | +35.8% | +70.4% |
| 1Y | +235.4% | +148.3% | +87.1% | +192.6% |
| 3Y | +668.0% | -26.7% | +694.7% | +544.0% |
| 5Y | +644.7% | -54.1% | +698.9% | +534.3% |
| All | +849.9% | -9.7% | +859.6% | +541.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded REPL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling