+667.3%
TSEM vs RRC
+153.5%
+513.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +10.4% | -1.2% | +11.6% | +10.6% |
| 30D | -12.9% | +9.4% | -22.4% | -14.1% |
| 3M | -9.2% | +7.4% | -16.6% | -10.3% |
| 6M | +98.8% | +1.5% | +97.3% | +97.9% |
| YTD | +87.2% | +19.4% | +67.8% | +81.8% |
| 1Y | +239.0% | +24.2% | +214.7% | +226.6% |
| 3Y | +679.5% | +32.8% | +646.7% | +645.1% |
| 5Y | +667.3% | +152.9% | +514.3% | +590.5% |
| All | +667.3% | +153.5% | +513.8% | +590.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling