+330.2%
RCL vs TSEM
+873.2%
-543.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -0.2% | +20.5% | -20.7% | -6.1% |
| 30D | +14.4% | -29.0% | +43.3% | +25.0% |
| 3M | +5.2% | -39.4% | +44.5% | +19.3% |
| 6M | +26.1% | -28.5% | +54.7% | +26.9% |
| YTD | +17.4% | +34.4% | -17.1% | -11.6% |
| 1Y | +24.7% | +48.3% | -23.7% | -10.5% |
| 3Y | +250.9% | +543.5% | -292.6% | +24.3% |
| 5Y | +293.8% | +331.4% | -37.6% | +60.3% |
| All | +330.2% | +873.2% | -543.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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