-22.2%
RKT vs TSEM
+951.3%
-973.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -2.3% |
| 7D | +2.1% | +6.9% | -4.8% | +1.0% |
| 30D | +1.4% | +5.3% | -3.9% | +0.1% |
| 3M | +6.3% | -14.9% | +21.2% | +6.6% |
| 6M | -15.5% | +80.0% | -95.5% | -28.0% |
| YTD | -27.4% | +89.4% | -116.7% | -39.5% |
| 1Y | -26.6% | +253.1% | -279.7% | -46.6% |
| 3Y | +41.2% | +642.1% | -600.9% | -18.5% |
| 5Y | -6.4% | +659.1% | -665.5% | -46.8% |
| All | -22.2% | +951.3% | -973.5% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling