+1,282.5%
TSEM vs ROK
+357.9%
+924.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | -4.9% | -1.2% | -3.6% | -4.3% |
| 30D | -18.7% | -4.8% | -13.9% | -16.5% |
| 3M | -18.1% | -6.1% | -12.0% | -15.2% |
| 6M | +77.1% | +15.5% | +61.6% | +67.1% |
| YTD | +80.1% | +11.2% | +69.0% | +72.0% |
| 1Y | +220.4% | +23.8% | +196.5% | +192.8% |
| 3Y | +650.1% | +53.1% | +596.9% | +505.9% |
| 5Y | +628.9% | +48.3% | +580.6% | +480.1% |
| All | +1,282.5% | +357.9% | +924.5% | +570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling