+592.4%
TSEM vs REPL
+37.4%
+555.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.7% |
| 7D | +20.5% | +9.8% | +10.7% | +19.9% |
| 30D | -29.0% | +81.5% | -110.5% | -31.0% |
| 3M | -39.4% | +44.2% | -83.6% | -40.6% |
| 6M | -28.5% | +437.4% | -465.9% | -36.1% |
| YTD | +34.4% | +126.1% | -91.7% | +21.5% |
| 1Y | +48.3% | +143.1% | -94.8% | +33.4% |
| 3Y | +543.5% | +97.8% | +445.7% | +396.3% |
| 5Y | +331.4% | -34.3% | +365.7% | +262.3% |
| All | +592.4% | +37.4% | +555.0% | +357.5% |
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