+28.5%
TSEM vs RL
+1,366.2%
-1,337.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.0% | +5.8% | +7.3% |
| 7D | +6.9% | -0.8% | +7.7% | +7.1% |
| 30D | +5.3% | -7.8% | +13.1% | +7.7% |
| 3M | -14.9% | -4.0% | -10.9% | -14.2% |
| 6M | +80.0% | -1.9% | +81.9% | +80.3% |
| YTD | +89.4% | -0.2% | +89.5% | +87.9% |
| 1Y | +253.1% | +10.7% | +242.4% | +240.6% |
| 3Y | +642.1% | +210.8% | +431.4% | +444.1% |
| 5Y | +659.1% | +238.2% | +420.9% | +428.4% |
| 10Y | +1,291.4% | +313.4% | +978.0% | +766.9% |
| All | +28.5% | +1,366.2% | -1,337.6% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling