+621.7%
TSEM vs ROK
+47.1%
+574.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -4.9% | -1.2% | -3.6% | -4.3% |
| 30D | -18.7% | -4.8% | -13.9% | -16.7% |
| 3M | -18.1% | -6.1% | -12.0% | -15.4% |
| 6M | +77.1% | +15.5% | +61.6% | +68.3% |
| YTD | +80.1% | +11.2% | +69.0% | +73.0% |
| 1Y | +220.4% | +23.8% | +196.5% | +196.7% |
| 3Y | +650.1% | +53.1% | +596.9% | +528.4% |
| All | +621.7% | +47.1% | +574.6% | +570.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling