+80.5%
TSEM vs RMBS
-18.2%
+98.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.0% | -2.8% | -5.2% |
| 7D | -23.1% | -8.9% | -14.2% | -18.3% |
| 30D | -40.4% | -24.8% | -15.5% | -29.1% |
| 3M | -37.9% | -17.6% | -20.3% | -29.9% |
| 6M | -30.8% | -25.7% | -5.2% | -16.0% |
| YTD | +26.7% | -9.8% | +36.5% | +25.6% |
| 1Y | +80.5% | -17.4% | +97.8% | +89.6% |
| All | +80.5% | -18.2% | +98.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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