+668.0%
TSEM vs RRC
+31.0%
+637.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +4.7% | -1.7% | +6.5% | +5.2% |
| 30D | -14.2% | +3.6% | -17.8% | -15.1% |
| 3M | -5.0% | +8.8% | -13.9% | -7.6% |
| 6M | +87.6% | +0.8% | +86.8% | +86.4% |
| YTD | +84.4% | +19.0% | +65.5% | +74.2% |
| 1Y | +235.4% | +22.9% | +212.5% | +211.2% |
| All | +668.0% | +31.0% | +637.0% | +593.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling