+8.4%
TSEM vs RRX
+1,814.9%
-1,806.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.5% |
| 7D | +4.7% | -0.7% | +5.4% | +5.0% |
| 30D | -14.2% | -8.0% | -6.3% | -11.3% |
| 3M | -5.0% | -25.1% | +20.0% | +6.9% |
| 6M | +87.6% | -18.3% | +105.8% | +104.3% |
| YTD | +84.4% | +14.2% | +70.3% | +77.3% |
| 1Y | +235.4% | +13.0% | +222.4% | +222.4% |
| 3Y | +668.0% | +4.2% | +663.8% | +632.7% |
| 5Y | +644.7% | +17.9% | +626.9% | +556.0% |
| 10Y | +1,326.7% | +220.4% | +1,106.2% | +757.2% |
| All | +8.4% | +1,814.9% | -1,806.4% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling