+65.3%
RIG vs TSEM
+610.6%
-545.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.7% |
| 7D | -4.2% | +0.9% | -5.1% | -4.4% |
| 30D | -0.7% | -16.6% | +15.9% | +1.9% |
| 3M | -4.0% | -10.9% | +6.9% | -4.2% |
| 6M | -6.3% | +78.0% | -84.4% | -21.7% |
| YTD | +39.7% | +77.2% | -37.5% | +15.2% |
| 1Y | +78.1% | +207.6% | -129.5% | +26.9% |
| 3Y | -29.5% | +637.8% | -667.3% | -60.4% |
| 5Y | +65.3% | +617.0% | -551.7% | -8.4% |
| All | +65.3% | +610.6% | -545.3% | -8.4% |
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