+1,282.5%
TSEM vs RRX
+228.4%
+1,054.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.1% |
| 7D | -4.9% | -0.3% | -4.5% | -4.7% |
| 30D | -18.7% | -6.1% | -12.6% | -16.1% |
| 3M | -18.1% | -23.1% | +4.9% | -6.6% |
| 6M | +77.1% | -19.5% | +96.6% | +97.3% |
| YTD | +80.1% | +16.1% | +64.1% | +71.3% |
| 1Y | +220.4% | +12.9% | +207.5% | +206.8% |
| 3Y | +650.1% | +7.9% | +642.1% | +599.0% |
| 5Y | +628.9% | +19.1% | +609.8% | +520.3% |
| All | +1,282.5% | +228.4% | +1,054.1% | +612.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling