+663.0%
TSEM vs RACE
+93.6%
+569.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.8% | +8.3% |
| 7D | +6.9% | -2.5% | +9.4% | +7.6% |
| 30D | +5.3% | +0.8% | +4.5% | +5.0% |
| 3M | -14.9% | +17.2% | -32.1% | -19.0% |
| 6M | +80.0% | +13.6% | +66.4% | +72.6% |
| YTD | +89.4% | +12.2% | +77.1% | +80.9% |
| 1Y | +253.1% | -16.3% | +269.3% | +270.3% |
| 3Y | +642.1% | +36.4% | +605.7% | +537.2% |
| All | +663.0% | +93.6% | +569.4% | +490.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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