+234.8%
RCL vs TSEM
+657.0%
-422.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -8.0% | -1.8% |
| 7D | -5.1% | +6.9% | -12.0% | -6.5% |
| 30D | -19.0% | +5.3% | -24.3% | -20.5% |
| 3M | -9.6% | -14.9% | +5.3% | -9.0% |
| 6M | -6.7% | +80.0% | -86.7% | -25.3% |
| YTD | -3.9% | +89.4% | -93.3% | -25.4% |
| 1Y | -25.1% | +253.1% | -278.2% | -53.0% |
| 3Y | +179.1% | +642.1% | -463.0% | +32.7% |
| All | +234.8% | +657.0% | -422.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling