+668.0%
TSEM vs RMBS
+56.5%
+611.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | +4.7% | +3.5% | +1.3% | +3.2% |
| 30D | -14.2% | -8.6% | -5.7% | -10.6% |
| 3M | -5.0% | -40.3% | +35.3% | +18.3% |
| 6M | +87.6% | -1.0% | +88.6% | +88.7% |
| YTD | +84.4% | -4.6% | +89.1% | +84.7% |
| 1Y | +235.4% | +17.6% | +217.8% | +206.1% |
| All | +668.0% | +56.5% | +611.5% | +490.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling