+80.5%
TSEM vs RNG
+179.4%
-99.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.8% |
| 7D | -23.1% | -9.6% | -13.5% | -24.4% |
| 30D | -40.4% | -1.4% | -39.0% | -40.5% |
| 3M | -37.9% | +28.8% | -66.6% | -34.2% |
| 6M | -30.8% | +65.6% | -96.4% | -19.7% |
| YTD | +26.7% | +171.4% | -144.7% | +55.3% |
| 1Y | +80.5% | +185.3% | -104.8% | +104.0% |
| All | +80.5% | +179.4% | -99.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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