+679.5%
TSEM vs RGEN
-0.1%
+679.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +10.4% | -0.9% | +11.3% | +10.6% |
| 30D | -12.9% | +2.8% | -15.8% | -13.5% |
| 3M | -9.2% | +34.5% | -43.6% | -15.7% |
| 6M | +98.8% | +40.5% | +58.3% | +81.3% |
| YTD | +87.2% | +2.8% | +84.4% | +84.6% |
| 1Y | +239.0% | +39.6% | +199.3% | +209.6% |
| 3Y | +679.5% | +4.4% | +675.1% | +635.7% |
| All | +679.5% | -0.1% | +679.6% | +635.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling