+299.0%
TSEM vs RGEN
-35.5%
+334.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.1% |
| 7D | +7.0% | -3.3% | +10.2% | +7.6% |
| 30D | -29.8% | -5.8% | -23.9% | -28.8% |
| 3M | -41.9% | +0.2% | -42.1% | -42.0% |
| 6M | -45.8% | +56.8% | -102.5% | -50.5% |
| YTD | +25.1% | +2.4% | +22.7% | +23.3% |
| 1Y | +48.2% | +11.4% | +36.8% | +43.7% |
| 3Y | +476.5% | +15.2% | +461.3% | +444.3% |
| All | +299.0% | -35.5% | +334.5% | +287.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling