+17.4%
TSEM vs RMBS
+1,363.4%
-1,346.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +10.4% | +3.0% | +7.5% | +9.9% |
| 30D | -12.9% | -14.4% | +1.5% | -10.3% |
| 3M | -9.2% | -42.8% | +33.7% | +1.1% |
| 6M | +98.8% | -1.4% | +100.2% | +100.4% |
| YTD | +87.2% | -5.4% | +92.6% | +89.0% |
| 1Y | +239.0% | +18.6% | +220.4% | +227.7% |
| 3Y | +679.5% | +57.3% | +622.2% | +604.2% |
| 5Y | +667.3% | +265.7% | +401.6% | +496.6% |
| 10Y | +1,301.0% | +546.0% | +755.0% | +900.0% |
| All | +17.4% | +1,363.4% | -1,346.0% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling