+1,531.3%
TSEM vs RACE
+647.6%
+883.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.8% | +8.6% |
| 7D | +6.9% | -2.5% | +9.4% | +7.9% |
| 30D | +5.3% | +0.8% | +4.5% | +4.8% |
| 3M | -14.9% | +17.2% | -32.1% | -20.7% |
| 6M | +80.0% | +13.6% | +66.4% | +69.2% |
| YTD | +89.4% | +12.2% | +77.1% | +76.5% |
| 1Y | +253.1% | -16.3% | +269.3% | +268.4% |
| 3Y | +642.1% | +36.4% | +605.7% | +506.9% |
| 5Y | +659.1% | +95.0% | +564.1% | +413.7% |
| 10Y | +1,291.4% | +813.2% | +478.1% | +391.8% |
| All | +1,531.3% | +647.6% | +883.6% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling