+786.5%
TSEM vs RIO
+354.4%
+432.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.8% |
| 7D | +7.0% | -0.9% | +7.9% | +7.6% |
| 30D | -29.8% | -9.1% | -20.7% | -26.5% |
| 3M | -41.9% | -13.7% | -28.3% | -37.9% |
| 6M | -45.8% | -24.3% | -21.4% | -38.5% |
| YTD | +25.1% | +8.9% | +16.2% | +22.1% |
| 1Y | +48.2% | +22.7% | +25.6% | +37.9% |
| 3Y | +476.5% | +51.2% | +425.3% | +389.8% |
| 5Y | +301.4% | +88.1% | +213.3% | +193.0% |
| All | +786.5% | +354.4% | +432.1% | +356.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling