-21.6%
TSEM vs RMBS
+1,284.9%
-1,306.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -6.3% |
| 7D | +7.0% | +10.3% | -3.4% | +5.2% |
| 30D | -29.8% | -10.7% | -19.0% | -27.9% |
| 3M | -41.9% | -17.2% | -24.7% | -39.4% |
| 6M | -45.8% | -39.0% | -6.7% | -39.8% |
| YTD | +25.1% | -10.5% | +35.6% | +28.4% |
| 1Y | +48.2% | -11.0% | +59.2% | +52.4% |
| 3Y | +476.5% | +31.3% | +445.2% | +441.7% |
| 5Y | +301.4% | +242.8% | +58.7% | +217.9% |
| 10Y | +812.9% | +536.9% | +276.0% | +559.5% |
| All | -21.6% | +1,284.9% | -1,306.5% | -66.9% |
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