+471.3%
TSEM vs REPL
+48.4%
+422.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.1% | +4.7% |
| 7D | -17.5% | +22.8% | -40.3% | -17.9% |
| 30D | -44.7% | +63.8% | -108.5% | -45.3% |
| 3M | -38.9% | +68.1% | -107.0% | -39.6% |
| 6M | -36.7% | +528.5% | -565.2% | -39.0% |
| YTD | +17.0% | +122.4% | -105.5% | +13.6% |
| 1Y | +62.8% | +154.4% | -91.5% | +57.6% |
| 3Y | +471.3% | +68.0% | +403.3% | +420.4% |
| All | +471.3% | +48.4% | +422.9% | +420.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling