+80.5%
TSEM vs RL
+34.3%
+46.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.2% | -10.3% |
| 7D | -23.1% | +5.8% | -28.9% | -24.8% |
| 30D | -40.4% | +12.7% | -53.1% | -43.0% |
| 3M | -37.9% | +9.3% | -47.2% | -39.9% |
| 6M | -30.8% | +16.9% | -47.7% | -35.3% |
| YTD | +26.7% | +17.5% | +9.3% | +14.7% |
| 1Y | +80.5% | +34.6% | +45.8% | +36.7% |
| All | +80.5% | +34.3% | +46.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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