-23.5%
RCL vs TSEM
+233.1%
-256.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -2.2% | +4.7% | -6.9% | -2.7% |
| 30D | -15.7% | -14.2% | -1.4% | -14.5% |
| 3M | -8.0% | -5.0% | -2.9% | -9.0% |
| 6M | -10.1% | +87.6% | -97.7% | -18.8% |
| YTD | -5.9% | +84.4% | -90.3% | -16.1% |
| 1Y | -23.5% | +235.4% | -258.9% | -34.3% |
| All | -23.5% | +233.1% | -256.6% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling