+637.8%
TSEM vs RNG
+120.1%
+517.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.9% |
| 7D | +0.9% | -9.6% | +10.5% | +1.2% |
| 30D | -16.6% | +8.8% | -25.4% | -16.9% |
| 3M | -10.9% | +78.6% | -89.5% | -13.9% |
| 6M | +78.0% | +70.3% | +7.7% | +71.2% |
| YTD | +77.2% | +140.3% | -63.1% | +57.5% |
| 1Y | +207.6% | +126.6% | +81.0% | +175.9% |
| All | +637.8% | +120.1% | +517.7% | +536.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling