+207.6%
TSEM vs RIO
+67.4%
+140.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -0.7% |
| 7D | +0.9% | -3.4% | +4.3% | +3.6% |
| 30D | -16.6% | +0.6% | -17.2% | -17.2% |
| 3M | -10.9% | +2.5% | -13.4% | -13.3% |
| 6M | +78.0% | +10.8% | +67.2% | +67.7% |
| YTD | +77.2% | +30.5% | +46.7% | +45.3% |
| 1Y | +207.6% | +68.1% | +139.4% | +101.7% |
| All | +207.6% | +67.4% | +140.2% | +101.7% |
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