+253.1%
TSEM vs RGEN
+45.2%
+207.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.0% | +7.9% |
| 7D | +6.9% | -4.9% | +11.8% | +7.4% |
| 30D | +5.3% | +5.7% | -0.4% | +4.9% |
| 3M | -14.9% | +32.4% | -47.4% | -18.3% |
| 6M | +80.0% | +33.2% | +46.8% | +72.1% |
| YTD | +89.4% | +2.3% | +87.1% | +99.0% |
| 1Y | +253.1% | +39.0% | +214.1% | +240.8% |
| All | +253.1% | +45.2% | +207.9% | +240.8% |
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