-36.9%
RKT vs TSEM
+220.1%
-257.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.4% |
| 7D | -7.2% | +0.9% | -8.2% | -7.3% |
| 30D | -7.9% | -16.6% | +8.7% | -6.6% |
| 3M | +5.2% | -10.9% | +16.1% | +4.2% |
| 6M | -14.9% | +78.0% | -92.9% | -25.9% |
| YTD | -31.9% | +77.2% | -109.1% | -42.2% |
| 1Y | -36.9% | +207.6% | -244.5% | -52.2% |
| All | -36.9% | +220.1% | -257.0% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling