+3,468.8%
RCL vs TSEM
-23.8%
+3,492.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.9% | -7.9% | +1.3% |
| 7D | +5.0% | -2.0% | +6.9% | +4.9% |
| 30D | +19.4% | -33.4% | +52.8% | +26.3% |
| 3M | +5.9% | -39.7% | +45.6% | +13.1% |
| 6M | +23.8% | -27.8% | +51.6% | +25.3% |
| YTD | +22.8% | +29.7% | -6.9% | +11.5% |
| 1Y | +34.3% | +81.1% | -46.9% | +14.9% |
| 3Y | +276.4% | +529.3% | -252.9% | +159.9% |
| 5Y | +281.6% | +315.0% | -33.4% | +178.4% |
| 10Y | +379.0% | +865.7% | -486.7% | +207.6% |
| All | +3,468.8% | -23.8% | +3,492.5% | +1,901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling