+81.3%
RKT vs TSEM
+547.1%
-465.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.5% |
| 7D | -9.0% | +7.0% | -15.9% | -9.4% |
| 30D | +30.2% | -29.8% | +60.0% | +33.1% |
| 3M | -8.8% | -41.9% | +33.1% | -5.3% |
| 6M | -0.9% | -45.8% | +44.8% | +2.2% |
| YTD | -29.2% | +25.1% | -54.3% | -35.9% |
| 1Y | -20.1% | +48.2% | -68.3% | -29.5% |
| 3Y | +81.3% | +476.5% | -395.2% | -8.3% |
| All | +81.3% | +547.1% | -465.8% | -8.3% |
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