+299.0%
TSEM vs ROK
+30.4%
+268.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | +7.0% | +7.1% | -0.1% | +3.5% |
| 30D | -29.8% | -5.0% | -24.8% | -27.5% |
| 3M | -41.9% | -9.4% | -32.5% | -38.4% |
| 6M | -45.8% | -11.0% | -34.8% | -41.8% |
| YTD | +25.1% | +4.4% | +20.7% | +25.0% |
| 1Y | +48.2% | +7.4% | +40.8% | +46.7% |
| 3Y | +476.5% | +61.0% | +415.5% | +388.9% |
| All | +299.0% | +30.4% | +268.7% | +327.8% |
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