+1,282.5%
TSEM vs RSG
+428.9%
+853.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -18.7% | +4.0% | -22.7% | -19.7% |
| 3M | -18.1% | +7.4% | -25.5% | -20.6% |
| 6M | +77.1% | +0.1% | +77.0% | +75.0% |
| YTD | +80.1% | +6.0% | +74.1% | +73.5% |
| 1Y | +220.4% | -3.0% | +223.4% | +218.8% |
| 3Y | +650.1% | +56.5% | +593.6% | +487.7% |
| 5Y | +628.9% | +90.9% | +538.0% | +401.6% |
| All | +1,282.5% | +428.9% | +853.5% | +459.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling