+786.5%
TSEM vs ROP
+185.2%
+601.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.1% |
| 7D | +7.0% | +0.7% | +6.2% | +6.7% |
| 30D | -29.8% | +28.8% | -58.6% | -35.5% |
| 3M | -41.9% | +21.1% | -63.0% | -45.9% |
| 6M | -45.8% | +52.5% | -98.3% | -55.0% |
| YTD | +25.1% | +8.9% | +16.2% | +19.6% |
| 1Y | +48.2% | +8.2% | +40.0% | +42.0% |
| 3Y | +476.5% | -5.2% | +481.7% | +485.7% |
| 5Y | +301.4% | +1.7% | +299.7% | +286.7% |
| All | +786.5% | +185.2% | +601.3% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling