+239.0%
TSEM vs REPL
+136.7%
+102.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | +10.4% | -5.7% | +16.2% | +10.5% |
| 30D | -12.9% | +22.5% | -35.4% | -13.2% |
| 3M | -9.2% | +64.7% | -73.8% | -10.6% |
| 6M | +98.8% | +83.0% | +15.7% | +97.9% |
| YTD | +87.2% | +52.0% | +35.3% | +87.0% |
| 1Y | +239.0% | +144.5% | +94.4% | +233.2% |
| All | +239.0% | +136.7% | +102.3% | +233.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling