-23.8%
TSEM vs RRC
+1,020.0%
-1,043.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.9% |
| 7D | -2.0% | -10.3% | +8.4% | -0.7% |
| 30D | -33.4% | +19.5% | -52.9% | -34.7% |
| 3M | -39.7% | +27.9% | -67.6% | -41.4% |
| 6M | -27.8% | +21.2% | -49.0% | -29.6% |
| YTD | +29.7% | +39.6% | -9.9% | +24.4% |
| 1Y | +81.1% | +31.3% | +49.9% | +74.8% |
| 3Y | +529.3% | +51.9% | +477.4% | +495.2% |
| 5Y | +315.0% | +110.2% | +204.8% | +268.3% |
| 10Y | +865.7% | +56.7% | +809.0% | +693.9% |
| All | -23.8% | +1,020.0% | -1,043.7% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling