+676.6%
TSEM vs RL
+214.6%
+462.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.0% | +5.8% | +6.9% |
| 7D | +6.9% | -0.8% | +7.7% | +7.3% |
| 30D | +5.3% | -7.8% | +13.1% | +9.4% |
| 3M | -14.9% | -4.0% | -10.9% | -13.8% |
| 6M | +80.0% | -1.9% | +81.9% | +79.5% |
| YTD | +89.4% | -0.2% | +89.5% | +85.4% |
| 1Y | +253.1% | +10.7% | +242.4% | +226.1% |
| All | +676.6% | +214.6% | +462.0% | +376.0% |
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 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