-28.5%
TSEM vs RACE
+23.6%
-52.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.4% |
| 7D | +20.5% | -4.0% | +24.5% | +20.9% |
| 30D | -29.0% | +3.5% | -32.5% | -29.0% |
| 3M | -39.4% | -0.4% | -38.9% | -39.0% |
| 6M | -28.5% | +23.2% | -51.7% | -33.3% |
| All | -28.5% | +23.6% | -52.1% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling