+880.0%
TSEM vs RL
+367.8%
+512.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.8% | +5.1% | +8.9% |
| 7D | -2.0% | +0.2% | -2.2% | -1.9% |
| 30D | -33.4% | +7.3% | -40.8% | -34.9% |
| 3M | -39.7% | +1.0% | -40.7% | -39.9% |
| 6M | -27.8% | +11.8% | -39.6% | -31.0% |
| YTD | +29.7% | +13.6% | +16.1% | +22.8% |
| 1Y | +81.1% | +24.0% | +57.1% | +66.5% |
| 3Y | +529.3% | +256.6% | +272.7% | +314.4% |
| 5Y | +315.0% | +240.2% | +74.7% | +168.7% |
| All | +880.0% | +367.8% | +512.2% | +508.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling