+273.0%
TSEM vs RACE
+65.0%
+208.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.2% |
| 7D | -17.5% | +5.1% | -22.6% | -18.5% |
| 30D | -44.7% | +7.7% | -52.4% | -45.7% |
| 3M | -38.9% | +2.2% | -41.1% | -39.3% |
| 6M | -36.7% | +23.8% | -60.4% | -40.5% |
| YTD | +17.0% | +13.9% | +3.1% | +11.5% |
| 1Y | +62.8% | +3.8% | +59.0% | +59.9% |
| 3Y | +471.3% | +28.0% | +443.3% | +408.4% |
| All | +273.0% | +65.0% | +208.0% | +238.7% |
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