+253.1%
TSEM vs RIO
+73.7%
+179.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.4% | +7.5% |
| 7D | +6.9% | 0.0% | +6.9% | +7.0% |
| 30D | +5.3% | +4.0% | +1.3% | +2.0% |
| 3M | -14.9% | +0.1% | -15.0% | -15.7% |
| 6M | +80.0% | +12.7% | +67.3% | +67.1% |
| YTD | +89.4% | +35.6% | +53.8% | +52.8% |
| 1Y | +253.1% | +73.7% | +179.4% | +140.7% |
| All | +253.1% | +73.7% | +179.3% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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