+1,301.0%
TSEM vs RL
+304.3%
+996.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +10.4% | +1.9% | +8.5% | +9.7% |
| 30D | -12.9% | -12.2% | -0.7% | -9.0% |
| 3M | -9.2% | -6.6% | -2.5% | -7.4% |
| 6M | +98.8% | +3.2% | +95.6% | +95.4% |
| YTD | +87.2% | -1.3% | +88.5% | +85.9% |
| 1Y | +239.0% | +13.6% | +225.4% | +220.7% |
| 3Y | +679.5% | +210.9% | +468.6% | +437.4% |
| 5Y | +667.3% | +246.9% | +420.4% | +393.8% |
| 10Y | +1,301.0% | +310.1% | +990.9% | +778.2% |
| All | +1,301.0% | +304.3% | +996.7% | +778.2% |
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