-84.1%
RIVN vs TSEM
+482.7%
-566.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | +1.8% | -4.9% | +6.7% | +3.5% |
| 30D | +0.6% | -18.7% | +19.4% | +7.1% |
| 3M | +3.2% | -18.1% | +21.3% | +5.1% |
| 6M | -3.7% | +77.1% | -80.8% | -31.7% |
| YTD | -18.7% | +80.1% | -98.8% | -44.9% |
| 1Y | +14.7% | +220.4% | -205.6% | -42.8% |
| 3Y | -31.5% | +650.1% | -681.6% | -79.2% |
| All | -84.1% | +482.7% | -566.8% | -94.0% |
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