+48.3%
TSEM vs RRC
+35.0%
+13.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | +20.5% | +2.5% | +18.0% | +20.2% |
| 30D | -29.0% | +21.1% | -50.1% | -28.9% |
| 3M | -39.4% | +28.4% | -67.7% | -39.5% |
| 6M | -28.5% | +26.5% | -55.0% | -28.2% |
| YTD | +34.4% | +47.0% | -12.6% | +33.5% |
| 1Y | +48.3% | +35.2% | +13.1% | +49.6% |
| All | +48.3% | +35.0% | +13.3% | +49.6% |
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