+80.5%
TSEM vs RGEN
+19.5%
+60.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -23.1% | -3.5% | -19.6% | -22.8% |
| 30D | -40.4% | -6.0% | -34.4% | -40.1% |
| 3M | -37.9% | +19.0% | -56.9% | -38.5% |
| 6M | -30.8% | +50.7% | -81.6% | -35.2% |
| YTD | +26.7% | +8.8% | +18.0% | +42.6% |
| 1Y | +80.5% | +21.3% | +59.2% | +86.9% |
| All | +80.5% | +19.5% | +60.9% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling