+11.3%
TSEM vs ROP
+8,517.5%
-8,506.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.6% | +11.4% | +9.0% |
| 7D | +6.9% | -4.4% | +11.3% | +8.3% |
| 30D | +5.3% | +3.2% | +2.1% | +4.0% |
| 3M | -14.9% | +23.1% | -38.0% | -22.0% |
| 6M | +80.0% | +13.3% | +66.7% | +68.1% |
| YTD | +89.4% | -7.9% | +97.2% | +88.1% |
| 1Y | +253.1% | -22.1% | +275.1% | +270.7% |
| 3Y | +642.1% | -16.8% | +658.9% | +660.3% |
| 5Y | +659.1% | -13.5% | +672.6% | +658.1% |
| 10Y | +1,291.4% | +137.7% | +1,153.7% | +889.9% |
| All | +11.3% | +8,517.5% | -8,506.2% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling