+663.0%
TSEM vs RL
+238.1%
+424.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.0% | +5.8% | +7.1% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | +5.3% | -7.8% | +13.1% | +8.6% |
| 3M | -14.9% | -4.0% | -10.9% | -14.0% |
| 6M | +80.0% | -1.9% | +81.9% | +80.0% |
| YTD | +89.4% | -0.2% | +89.5% | +86.8% |
| 1Y | +253.1% | +10.7% | +242.4% | +234.2% |
| 3Y | +642.1% | +210.8% | +431.4% | +413.4% |
| All | +663.0% | +238.1% | +424.9% | +405.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling