+875.2%
TSEM vs REPL
-6.0%
+881.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +7.9% |
| 7D | +6.9% | -3.0% | +9.9% | +7.0% |
| 30D | +5.3% | +27.1% | -21.8% | +4.0% |
| 3M | -14.9% | +52.4% | -67.3% | -18.2% |
| 6M | +80.0% | +107.4% | -27.4% | +63.6% |
| YTD | +89.4% | +54.7% | +34.6% | +74.6% |
| 1Y | +253.1% | +158.9% | +94.2% | +207.3% |
| 3Y | +642.1% | -23.7% | +665.9% | +521.2% |
| 5Y | +659.1% | -54.3% | +713.4% | +548.6% |
| All | +875.2% | -6.0% | +881.2% | +557.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling