+56.8%
RGTI vs TSEM
+617.3%
-560.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.2% |
| 7D | +0.5% | -4.9% | +5.3% | +3.2% |
| 30D | -17.1% | -18.7% | +1.6% | -7.5% |
| 3M | -26.0% | -18.1% | -7.9% | -20.0% |
| 6M | -9.9% | +77.1% | -87.0% | -38.9% |
| YTD | -31.1% | +80.1% | -111.2% | -55.2% |
| 1Y | -8.5% | +220.4% | -228.9% | -60.4% |
| 3Y | +652.2% | +650.1% | +2.1% | +110.4% |
| All | +56.8% | +617.3% | -560.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling