+207.6%
TSEM vs ROP
-24.5%
+232.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -4.3% |
| 7D | +0.9% | -8.0% | +8.9% | -5.3% |
| 30D | -16.6% | -2.7% | -13.9% | -18.0% |
| 3M | -10.9% | +16.6% | -27.5% | +0.2% |
| 6M | +78.0% | +10.4% | +67.7% | +100.8% |
| YTD | +77.2% | -12.1% | +89.3% | +100.8% |
| 1Y | +207.6% | -23.6% | +231.2% | +248.7% |
| All | +207.6% | -24.5% | +232.1% | +248.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling