+366.9%
RCL vs TSEM
+848.0%
-481.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.8% |
| 7D | +8.5% | -9.5% | +18.0% | +11.2% |
| 30D | +20.4% | -35.5% | +55.9% | +35.7% |
| 3M | +11.0% | -41.6% | +52.6% | +27.4% |
| 6M | +24.9% | -30.1% | +54.9% | +25.8% |
| YTD | +23.9% | +25.7% | -1.8% | -4.6% |
| 1Y | +30.8% | +50.5% | -19.6% | -7.3% |
| 3Y | +270.4% | +501.7% | -231.3% | +34.0% |
| 5Y | +296.1% | +310.9% | -14.8% | +63.1% |
| All | +366.9% | +848.0% | -481.1% | +24.6% |
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