+471.3%
TSEM vs RL
+240.1%
+231.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.5% |
| 7D | -17.5% | -4.2% | -13.4% | -15.8% |
| 30D | -44.7% | +4.3% | -48.9% | -45.8% |
| 3M | -38.9% | -4.6% | -34.3% | -37.6% |
| 6M | -36.7% | +1.7% | -38.4% | -37.9% |
| YTD | +17.0% | +7.3% | +9.6% | +10.5% |
| 1Y | +62.8% | +20.8% | +42.0% | +44.2% |
| 3Y | +471.3% | +247.0% | +224.3% | +236.3% |
| All | +471.3% | +240.1% | +231.2% | +236.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling