+299.0%
TSEM vs RIO
+90.3%
+208.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.8% |
| 7D | +7.0% | -0.9% | +7.9% | +7.5% |
| 30D | -29.8% | -9.1% | -20.7% | -26.9% |
| 3M | -41.9% | -13.7% | -28.3% | -38.4% |
| 6M | -45.8% | -24.3% | -21.4% | -39.8% |
| YTD | +25.1% | +8.9% | +16.2% | +24.8% |
| 1Y | +48.2% | +22.7% | +25.6% | +43.1% |
| 3Y | +476.5% | +51.2% | +425.3% | +426.6% |
| All | +299.0% | +90.3% | +208.8% | +238.2% |
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