+80.0%
TSEM vs ROP
+14.8%
+65.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.6% | +11.4% | +2.9% |
| 7D | +6.9% | -4.4% | +11.3% | +0.7% |
| 30D | +5.3% | +3.2% | +2.1% | +10.8% |
| 3M | -14.9% | +23.1% | -38.0% | +15.8% |
| 6M | +80.0% | +13.3% | +66.7% | +144.8% |
| All | +80.0% | +14.8% | +65.2% | +144.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling