+55.2%
TSEM vs REPL
+163.1%
-107.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +10.8% |
| 7D | -2.0% | +14.2% | -16.2% | -2.2% |
| 30D | -33.4% | +65.9% | -99.3% | -34.2% |
| 3M | -39.7% | +84.6% | -124.3% | -40.5% |
| 6M | -27.8% | +446.9% | -474.8% | -28.5% |
| YTD | +29.7% | +129.0% | -99.3% | +31.9% |
| All | +55.2% | +163.1% | -107.9% | +54.0% |
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