+299.0%
TSEM vs RNG
-72.1%
+371.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.9% |
| 7D | +7.0% | +4.6% | +2.3% | +6.6% |
| 30D | -29.8% | +0.4% | -30.2% | -29.7% |
| 3M | -41.9% | +11.4% | -53.3% | -42.4% |
| 6M | -45.8% | +95.7% | -141.4% | -49.4% |
| YTD | +25.1% | +162.9% | -137.8% | +9.4% |
| 1Y | +48.2% | +180.3% | -132.0% | +28.3% |
| 3Y | +476.5% | +188.3% | +288.1% | +387.5% |
| All | +299.0% | -72.1% | +371.1% | +415.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling