+1,326.7%
TSEM vs ROP
+132.1%
+1,194.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.0% |
| 7D | +4.7% | -6.1% | +10.8% | +6.8% |
| 30D | -14.2% | -3.4% | -10.9% | -13.6% |
| 3M | -5.0% | +16.7% | -21.7% | -12.5% |
| 6M | +87.6% | +8.1% | +79.5% | +76.9% |
| YTD | +84.4% | -11.7% | +96.1% | +89.7% |
| 1Y | +235.4% | -24.2% | +259.6% | +271.6% |
| 3Y | +668.0% | -19.0% | +686.9% | +716.6% |
| 5Y | +644.7% | -15.9% | +660.6% | +662.6% |
| 10Y | +1,326.7% | +135.7% | +1,191.0% | +724.3% |
| All | +1,326.7% | +132.1% | +1,194.5% | +724.3% |
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