-20.6%
TSEM vs RL
+1,476.5%
-1,497.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.2% |
| 7D | -17.5% | -4.2% | -13.4% | -16.6% |
| 30D | -44.7% | +4.3% | -48.9% | -45.3% |
| 3M | -38.9% | -4.6% | -34.3% | -38.2% |
| 6M | -36.7% | +1.7% | -38.4% | -37.4% |
| YTD | +17.0% | +7.3% | +9.6% | +13.7% |
| 1Y | +62.8% | +20.8% | +42.0% | +53.3% |
| 3Y | +471.3% | +247.0% | +224.3% | +306.6% |
| 5Y | +290.3% | +225.5% | +64.8% | +174.8% |
| 10Y | +790.1% | +363.0% | +427.1% | +438.0% |
| All | -20.6% | +1,476.5% | -1,497.1% | -67.0% |
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 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