+476.5%
TSEM vs RIO
+51.7%
+424.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.7% |
| 7D | +7.0% | -0.9% | +7.9% | +7.9% |
| 30D | -29.8% | -9.1% | -20.7% | -24.8% |
| 3M | -41.9% | -13.7% | -28.3% | -35.8% |
| 6M | -45.8% | -24.3% | -21.4% | -35.0% |
| YTD | +25.1% | +8.9% | +16.2% | +21.9% |
| 1Y | +48.2% | +22.7% | +25.6% | +34.9% |
| 3Y | +476.5% | +51.2% | +425.3% | +355.1% |
| All | +476.5% | +51.7% | +424.8% | +355.1% |
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