+80.5%
TSEM vs RY
+46.4%
+34.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.0% | -11.8% | -12.2% |
| 7D | -23.1% | +2.5% | -25.6% | -25.4% |
| 30D | -40.4% | +8.4% | -48.8% | -46.2% |
| 3M | -37.9% | +1.2% | -39.1% | -38.6% |
| 6M | -30.8% | +19.4% | -50.2% | -44.3% |
| YTD | +26.7% | +25.4% | +1.3% | -6.6% |
| 1Y | +80.5% | +46.7% | +33.8% | -3.0% |
| All | +80.5% | +46.4% | +34.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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