+849.8%
TSEM vs RY
+354.4%
+495.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.8% | +7.0% |
| 7D | -9.5% | -0.6% | -8.9% | -9.2% |
| 30D | -35.5% | +6.1% | -41.6% | -38.1% |
| 3M | -41.6% | -3.4% | -38.2% | -40.0% |
| 6M | -30.1% | +12.8% | -42.8% | -35.4% |
| YTD | +25.7% | +21.0% | +4.7% | +11.1% |
| 1Y | +50.5% | +40.5% | +10.0% | +20.8% |
| 3Y | +501.7% | +159.9% | +341.8% | +223.3% |
| 5Y | +310.9% | +125.0% | +185.9% | +136.7% |
| 10Y | +849.8% | +350.6% | +499.2% | +264.1% |
| All | +849.8% | +354.4% | +495.5% | +264.1% |
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