+87.6%
TSEM vs RRX
-12.9%
+100.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | +0.6% |
| 7D | +4.7% | -0.7% | +5.4% | +5.3% |
| 30D | -14.2% | -8.0% | -6.3% | -7.9% |
| 3M | -5.0% | -25.1% | +20.0% | +20.9% |
| 6M | +87.6% | -18.3% | +105.8% | +122.2% |
| All | +87.6% | -12.9% | +100.4% | +122.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling