-42.2%
RIG vs TSEM
+1,313.0%
-1,355.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | -3.1% | -4.9% | +1.8% | -1.6% |
| 30D | -0.5% | -18.7% | +18.2% | +5.4% |
| 3M | -6.0% | -18.1% | +12.2% | -3.8% |
| 6M | -10.1% | +77.1% | -87.2% | -34.8% |
| YTD | +37.3% | +80.1% | -42.9% | -3.4% |
| 1Y | +73.9% | +220.4% | -146.5% | -5.0% |
| 3Y | -30.2% | +650.1% | -680.2% | -75.4% |
| 5Y | +62.5% | +628.9% | -566.4% | -46.7% |
| All | -42.2% | +1,313.0% | -1,355.2% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling