+864.1%
TSEM vs REPL
-7.7%
+871.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | +10.4% | -5.7% | +16.2% | +10.7% |
| 30D | -12.9% | +22.5% | -35.4% | -13.8% |
| 3M | -9.2% | +64.7% | -73.8% | -12.9% |
| 6M | +98.8% | +83.0% | +15.7% | +82.1% |
| YTD | +87.2% | +52.0% | +35.3% | +72.8% |
| 1Y | +239.0% | +144.5% | +94.4% | +196.1% |
| 3Y | +679.5% | -25.1% | +704.6% | +553.0% |
| 5Y | +667.3% | -52.9% | +720.1% | +552.5% |
| All | +864.1% | -7.7% | +871.8% | +550.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling