+1,259.9%
TSEM vs RIO
+604.6%
+655.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -2.1% |
| 7D | +0.9% | -3.4% | +4.3% | +2.4% |
| 30D | -16.6% | +0.6% | -17.2% | -17.0% |
| 3M | -10.9% | +2.5% | -13.4% | -11.9% |
| 6M | +78.0% | +10.8% | +67.2% | +71.3% |
| YTD | +77.2% | +30.5% | +46.7% | +59.3% |
| 1Y | +207.6% | +68.1% | +139.4% | +150.8% |
| 3Y | +637.8% | +94.0% | +543.8% | +464.2% |
| 5Y | +617.0% | +92.0% | +525.0% | +423.1% |
| All | +1,259.9% | +604.6% | +655.3% | +564.8% |
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