+80.5%
TSEM vs RRX
+30.0%
+50.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.6% | -5.1% | -6.0% |
| 7D | -23.1% | +7.6% | -30.7% | -27.4% |
| 30D | -40.4% | +7.5% | -47.9% | -43.2% |
| 3M | -37.9% | -21.0% | -16.9% | -26.7% |
| 6M | -30.8% | -18.1% | -12.7% | -20.2% |
| YTD | +26.7% | +24.3% | +2.4% | +21.4% |
| 1Y | +80.5% | +29.3% | +51.2% | +71.7% |
| All | +80.5% | +30.0% | +50.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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