+637.8%
TSEM vs RIO
+87.1%
+550.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -1.3% |
| 7D | +0.9% | -3.4% | +4.3% | +3.1% |
| 30D | -16.6% | +0.6% | -17.2% | -17.1% |
| 3M | -10.9% | +2.5% | -13.4% | -12.6% |
| 6M | +78.0% | +10.8% | +67.2% | +68.7% |
| YTD | +77.2% | +30.5% | +46.7% | +52.8% |
| 1Y | +207.6% | +68.1% | +139.4% | +132.3% |
| All | +637.8% | +87.1% | +550.7% | +404.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling