+1,301.0%
TSEM vs RY
+371.6%
+929.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.6% |
| 7D | +10.4% | +2.7% | +7.7% | +8.4% |
| 30D | -12.9% | -1.0% | -12.0% | -12.2% |
| 3M | -9.2% | +7.6% | -16.8% | -13.4% |
| 6M | +98.8% | +29.5% | +69.3% | +67.8% |
| YTD | +87.2% | +24.2% | +63.0% | +62.4% |
| 1Y | +239.0% | +46.4% | +192.6% | +164.7% |
| 3Y | +679.5% | +159.4% | +520.1% | +318.4% |
| 5Y | +667.3% | +141.8% | +525.4% | +319.7% |
| 10Y | +1,301.0% | +373.9% | +927.1% | +409.9% |
| All | +1,301.0% | +371.6% | +929.4% | +409.9% |
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