+786.5%
TSEM vs RRC
+73.1%
+713.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.0% |
| 7D | +7.0% | +6.4% | +0.6% | +6.1% |
| 30D | -29.8% | +23.9% | -53.6% | -31.6% |
| 3M | -41.9% | +30.2% | -72.1% | -43.9% |
| 6M | -45.8% | +26.3% | -72.0% | -47.5% |
| YTD | +25.1% | +48.1% | -23.0% | +18.6% |
| 1Y | +48.2% | +37.7% | +10.6% | +41.6% |
| 3Y | +476.5% | +60.3% | +416.2% | +438.7% |
| 5Y | +301.4% | +135.3% | +166.2% | +248.8% |
| All | +786.5% | +73.1% | +713.4% | +613.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling