+274.2%
RCL vs TSEM
+468.0%
-193.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.5% | +0.5% |
| 7D | +6.5% | -17.5% | +24.0% | +9.7% |
| 30D | +15.9% | -44.7% | +60.6% | +28.1% |
| 3M | +2.7% | -38.9% | +41.5% | +10.3% |
| 6M | +15.2% | -36.7% | +51.9% | +17.9% |
| YTD | +19.2% | +17.0% | +2.3% | +0.2% |
| 1Y | +31.6% | +62.8% | -31.2% | -1.9% |
| 3Y | +274.2% | +471.3% | -197.1% | +72.2% |
| All | +274.2% | +468.0% | -193.8% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling