+4,322.9%
TSEM vs RNG
+309.1%
+4,013.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -0.5% |
| 7D | +10.4% | -0.8% | +11.2% | +10.5% |
| 30D | -12.9% | +11.4% | -24.3% | -14.7% |
| 3M | -9.2% | +72.1% | -81.3% | -18.5% |
| 6M | +98.8% | +67.9% | +30.8% | +76.5% |
| YTD | +87.2% | +144.3% | -57.1% | +51.2% |
| 1Y | +239.0% | +117.5% | +121.4% | +179.3% |
| 3Y | +679.5% | +123.9% | +555.6% | +516.1% |
| 5Y | +667.3% | -70.1% | +737.4% | +760.4% |
| 10Y | +1,301.0% | +215.9% | +1,085.1% | +631.0% |
| All | +4,322.9% | +309.1% | +4,013.9% | +2,051.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling