-0.9%
RKT vs TSEM
-42.2%
+41.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | -0.1% |
| 7D | -9.0% | +7.0% | -15.9% | -8.8% |
| 30D | +30.2% | -29.8% | +60.0% | +30.5% |
| 3M | -8.8% | -41.9% | +33.1% | -7.7% |
| 6M | -0.9% | -45.8% | +44.8% | -1.5% |
| All | -0.9% | -42.2% | +41.2% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling