+50.5%
TSEM vs RY
+41.3%
+9.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.8% | +6.7% |
| 7D | -9.5% | -0.6% | -8.9% | -8.7% |
| 30D | -35.5% | +6.1% | -41.6% | -39.9% |
| 3M | -41.6% | -3.4% | -38.2% | -38.6% |
| 6M | -30.1% | +12.8% | -42.8% | -38.3% |
| YTD | +25.7% | +21.0% | +4.7% | -1.4% |
| 1Y | +50.5% | +40.5% | +10.0% | 0.0% |
| All | +50.5% | +41.3% | +9.1% | 0.0% |
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