+852.7%
TSEM vs RL
+342.1%
+510.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +20.5% | +2.4% | +18.2% | +19.6% |
| 30D | -29.0% | +4.6% | -33.5% | -29.9% |
| 3M | -39.4% | -1.1% | -38.2% | -39.2% |
| 6M | -28.5% | +16.5% | -45.0% | -32.6% |
| YTD | +34.4% | +11.4% | +23.0% | +28.1% |
| 1Y | +48.3% | +16.1% | +32.2% | +39.2% |
| 3Y | +543.5% | +252.6% | +290.9% | +325.9% |
| 5Y | +331.4% | +244.9% | +86.6% | +178.7% |
| All | +852.7% | +342.1% | +510.5% | +512.9% |
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