+907.6%
TSEM vs RACE
+658.9%
+248.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.4% |
| 7D | -17.5% | +5.1% | -22.6% | -19.2% |
| 30D | -44.7% | +7.7% | -52.4% | -46.3% |
| 3M | -38.9% | +2.2% | -41.1% | -39.6% |
| 6M | -36.7% | +23.8% | -60.4% | -42.5% |
| YTD | +17.0% | +13.9% | +3.1% | +8.2% |
| 1Y | +62.8% | +3.8% | +59.0% | +56.4% |
| 3Y | +471.3% | +28.0% | +443.3% | +381.3% |
| 5Y | +290.3% | +64.9% | +225.4% | +186.2% |
| 10Y | +790.1% | +780.4% | +9.7% | +218.6% |
| All | +907.6% | +658.9% | +248.8% | +249.2% |
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