+80.5%
TSEM vs RRC
+44.7%
+35.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.2% | -8.4% |
| 7D | -23.1% | -6.8% | -16.3% | -22.6% |
| 30D | -40.4% | +34.7% | -75.1% | -40.7% |
| 3M | -37.9% | +31.5% | -69.4% | -38.2% |
| 6M | -30.8% | +21.8% | -52.6% | -30.2% |
| YTD | +26.7% | +48.9% | -22.1% | +25.7% |
| 1Y | +80.5% | +42.1% | +38.4% | +78.8% |
| All | +80.5% | +44.7% | +35.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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