-9.7%
RKT vs TSEM
+654.3%
-664.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -1.0% | +4.7% | -5.7% | -1.6% |
| 30D | -2.4% | -14.2% | +11.8% | -0.6% |
| 3M | +1.9% | -5.0% | +6.9% | +0.4% |
| 6M | -13.9% | +87.6% | -101.4% | -26.2% |
| YTD | -30.6% | +84.4% | -115.1% | -41.1% |
| 1Y | -34.4% | +235.4% | -269.8% | -50.5% |
| 3Y | +38.2% | +668.0% | -629.8% | -18.3% |
| 5Y | -9.7% | +644.7% | -654.4% | -46.9% |
| All | -9.7% | +654.3% | -664.0% | -46.9% |
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