-20.5%
TSEM vs ROP
+10,032.9%
-10,053.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +7.0% | +7.4% |
| 7D | +6.8% | -2.9% | +9.7% | +7.7% |
| 30D | -26.6% | +30.1% | -56.7% | -33.2% |
| 3M | -36.3% | +19.9% | -56.2% | -40.9% |
| 6M | -30.6% | +46.0% | -76.6% | -40.9% |
| YTD | +35.3% | +8.4% | +26.9% | +26.0% |
| 1Y | +59.2% | +8.8% | +50.4% | +48.1% |
| 3Y | +547.7% | -5.6% | +553.3% | +529.9% |
| 5Y | +337.5% | +3.0% | +334.5% | +308.0% |
| 10Y | +887.4% | +184.0% | +703.4% | +555.6% |
| All | -20.5% | +10,032.9% | -10,053.4% | -76.2% |
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