+644.7%
TSEM vs RIO
+101.7%
+543.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +4.7% | +1.0% | +3.8% | +4.4% |
| 30D | -14.2% | +4.0% | -18.3% | -15.6% |
| 3M | -5.0% | +4.5% | -9.6% | -6.7% |
| 6M | +87.6% | +17.3% | +70.2% | +78.8% |
| YTD | +84.4% | +36.2% | +48.3% | +68.4% |
| 1Y | +235.4% | +76.1% | +159.3% | +186.5% |
| 3Y | +668.0% | +102.5% | +565.5% | +536.1% |
| 5Y | +644.7% | +103.5% | +541.2% | +501.1% |
| All | +644.7% | +101.7% | +543.1% | +501.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling