-30.2%
RIG vs TSEM
+645.3%
-675.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -3.1% | -4.9% | +1.8% | -2.4% |
| 30D | -0.5% | -18.7% | +18.2% | +2.4% |
| 3M | -6.0% | -18.1% | +12.2% | -4.7% |
| 6M | -10.1% | +77.1% | -87.2% | -25.6% |
| YTD | +37.3% | +80.1% | -42.9% | +11.2% |
| 1Y | +73.9% | +220.4% | -146.5% | +17.5% |
| 3Y | -30.2% | +650.1% | -680.2% | -63.2% |
| All | -30.2% | +645.3% | -675.5% | -63.2% |
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