+852.7%
TSEM vs RY
+351.8%
+500.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +20.5% | -0.5% | +21.1% | +21.1% |
| 30D | -29.0% | +4.7% | -33.7% | -31.2% |
| 3M | -39.4% | -4.5% | -34.9% | -37.2% |
| 6M | -28.5% | +12.5% | -41.1% | -33.8% |
| YTD | +34.4% | +21.1% | +13.3% | +18.8% |
| 1Y | +48.3% | +38.6% | +9.7% | +20.1% |
| 3Y | +543.5% | +160.2% | +383.4% | +245.9% |
| 5Y | +331.4% | +124.7% | +206.7% | +149.0% |
| All | +852.7% | +351.8% | +500.8% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling