+50.5%
TSEM vs RL
+22.6%
+27.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -9.5% | +1.3% | -10.8% | -9.7% |
| 30D | -35.5% | +7.6% | -43.1% | -36.9% |
| 3M | -41.6% | -1.5% | -40.0% | -41.1% |
| 6M | -30.1% | +12.1% | -42.1% | -32.8% |
| YTD | +25.7% | +13.9% | +11.8% | +16.9% |
| 1Y | +50.5% | +20.7% | +29.8% | +36.0% |
| All | +50.5% | +22.6% | +27.8% | +36.0% |
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