+1,282.5%
TSEM vs RMBS
+566.4%
+716.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.8% |
| 7D | -4.9% | +1.8% | -6.6% | -5.6% |
| 30D | -18.7% | -13.9% | -4.8% | -12.8% |
| 3M | -18.1% | -39.8% | +21.7% | +3.2% |
| 6M | +77.1% | -6.0% | +83.1% | +80.2% |
| YTD | +80.1% | -5.4% | +85.5% | +78.8% |
| 1Y | +220.4% | -1.8% | +222.2% | +208.4% |
| 3Y | +650.1% | +53.7% | +596.4% | +436.5% |
| 5Y | +628.9% | +268.5% | +360.4% | +195.4% |
| All | +1,282.5% | +566.4% | +716.0% | +274.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling