+567.9%
TSEM vs REPL
+39.1%
+528.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +10.7% |
| 7D | -2.0% | +14.2% | -16.2% | -2.5% |
| 30D | -33.4% | +65.9% | -99.3% | -35.1% |
| 3M | -39.7% | +84.6% | -124.3% | -41.5% |
| 6M | -27.8% | +446.9% | -474.8% | -35.6% |
| YTD | +29.7% | +129.0% | -99.3% | +17.2% |
| 1Y | +81.1% | +167.9% | -86.7% | +62.1% |
| 3Y | +529.3% | +93.9% | +435.4% | +387.1% |
| 5Y | +315.0% | -33.0% | +347.9% | +248.1% |
| All | +567.9% | +39.1% | +528.8% | +341.3% |
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