+11.3%
TSEM vs ROK
+9,158.1%
-9,146.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.3% |
| 7D | +6.9% | +0.7% | +6.2% | +6.7% |
| 30D | +5.3% | -3.3% | +8.6% | +6.9% |
| 3M | -14.9% | -5.9% | -9.1% | -12.5% |
| 6M | +80.0% | +13.9% | +66.2% | +72.5% |
| YTD | +89.4% | +12.6% | +76.8% | +81.4% |
| 1Y | +253.1% | +28.6% | +224.5% | +222.2% |
| 3Y | +642.1% | +45.1% | +597.0% | +532.0% |
| 5Y | +659.1% | +45.6% | +613.5% | +525.5% |
| 10Y | +1,291.4% | +345.0% | +946.3% | +624.1% |
| All | +11.3% | +9,158.1% | -9,146.8% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling