+1,259.9%
TSEM vs RGEN
+414.1%
+845.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | -16.6% | -0.1% | -16.6% | -16.7% |
| 3M | -10.9% | +25.9% | -36.8% | -16.2% |
| 6M | +78.0% | +35.2% | +42.8% | +63.7% |
| YTD | +77.2% | +0.5% | +76.7% | +74.1% |
| 1Y | +207.6% | +37.0% | +170.6% | +181.2% |
| 3Y | +637.8% | +2.0% | +635.8% | +592.0% |
| 5Y | +617.0% | -44.2% | +661.2% | +634.3% |
| All | +1,259.9% | +414.1% | +845.8% | +739.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling