+81.9%
TSEM vs RSG
+2,013.0%
-1,931.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -14.2% | +3.7% | -17.9% | -15.1% |
| 3M | -5.0% | +6.2% | -11.2% | -7.2% |
| 6M | +87.6% | -2.8% | +90.3% | +86.7% |
| YTD | +84.4% | +5.9% | +78.5% | +79.1% |
| 1Y | +235.4% | -1.8% | +237.2% | +231.1% |
| 3Y | +668.0% | +57.5% | +610.5% | +561.0% |
| 5Y | +644.7% | +91.1% | +553.7% | +501.5% |
| 10Y | +1,326.7% | +428.1% | +898.6% | +780.9% |
| All | +81.9% | +2,013.0% | -1,931.1% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling