+253.1%
TSEM vs RMBS
+16.3%
+236.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.5% | +7.2% |
| 7D | +6.9% | -0.3% | +7.2% | +7.1% |
| 30D | +5.3% | -12.2% | +17.5% | +12.7% |
| 3M | -14.9% | -49.5% | +34.6% | +15.2% |
| 6M | +80.0% | -7.1% | +87.2% | +88.3% |
| YTD | +89.4% | -7.0% | +96.4% | +94.6% |
| 1Y | +253.1% | +13.3% | +239.7% | +272.5% |
| All | +253.1% | +16.3% | +236.8% | +272.5% |
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