+652.2%
RGTI vs TSEM
+645.3%
+6.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.4% |
| 7D | +0.5% | -4.9% | +5.3% | +3.7% |
| 30D | -17.1% | -18.7% | +1.6% | -5.7% |
| 3M | -26.0% | -18.1% | -7.9% | -19.4% |
| 6M | -9.9% | +77.1% | -87.0% | -47.3% |
| YTD | -31.1% | +80.1% | -111.2% | -62.4% |
| 1Y | -8.5% | +220.4% | -228.9% | -73.3% |
| 3Y | +652.2% | +650.1% | +2.1% | -22.6% |
| All | +652.2% | +645.3% | +6.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling