+220.4%
TSEM vs RNG
+128.1%
+92.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.6% |
| 7D | -4.9% | -6.1% | +1.2% | -6.0% |
| 30D | -18.7% | +9.6% | -28.3% | -17.2% |
| 3M | -18.1% | +83.3% | -101.5% | -8.6% |
| 6M | +77.1% | +77.9% | -0.8% | +97.4% |
| YTD | +80.1% | +139.9% | -59.8% | +101.7% |
| 1Y | +220.4% | +121.7% | +98.7% | +257.7% |
| All | +220.4% | +128.1% | +92.3% | +257.7% |
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