+207.6%
TSEM vs ROK
+24.9%
+182.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -2.9% |
| 7D | +0.9% | -1.6% | +2.5% | +2.5% |
| 30D | -16.6% | -5.4% | -11.2% | -12.0% |
| 3M | -10.9% | -4.0% | -7.0% | -6.9% |
| 6M | +78.0% | +13.3% | +64.7% | +61.5% |
| YTD | +77.2% | +9.3% | +67.9% | +56.3% |
| 1Y | +207.6% | +25.8% | +181.8% | +145.5% |
| All | +207.6% | +24.9% | +182.7% | +145.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling