+667.3%
TSEM vs ROP
-14.2%
+681.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -1.1% |
| 7D | +10.4% | -5.4% | +15.8% | +10.5% |
| 30D | -12.9% | -1.6% | -11.3% | -13.0% |
| 3M | -9.2% | +18.8% | -28.0% | -11.5% |
| 6M | +98.8% | +8.2% | +90.6% | +97.8% |
| YTD | +87.2% | -10.5% | +97.7% | +98.2% |
| 1Y | +239.0% | -23.7% | +262.7% | +281.4% |
| 3Y | +679.5% | -17.9% | +697.4% | +758.4% |
| 5Y | +667.3% | -15.3% | +682.6% | +726.9% |
| All | +667.3% | -14.2% | +681.5% | +726.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling