+80.5%
TSEM vs RSG
+19.5%
+60.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.0% | -9.8% | -7.1% |
| 7D | -23.1% | +5.1% | -28.3% | -16.2% |
| 30D | -40.4% | +15.3% | -55.7% | -25.0% |
| 3M | -37.9% | +18.6% | -56.4% | -18.9% |
| 6M | -30.8% | +19.5% | -50.4% | -7.4% |
| YTD | +26.7% | +17.2% | +9.5% | +73.7% |
| 1Y | +80.5% | +19.6% | +60.9% | +157.0% |
| All | +80.5% | +19.5% | +60.9% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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