+476.5%
TSEM vs RY
+160.3%
+316.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.8% |
| 7D | +7.0% | +0.6% | +6.4% | +6.6% |
| 30D | -29.8% | +5.0% | -34.8% | -32.6% |
| 3M | -41.9% | -5.3% | -36.6% | -38.9% |
| 6M | -45.8% | +13.8% | -59.6% | -50.7% |
| YTD | +25.1% | +21.0% | +4.1% | +7.6% |
| 1Y | +48.2% | +40.5% | +7.7% | +14.0% |
| 3Y | +476.5% | +159.7% | +316.8% | +197.1% |
| All | +476.5% | +160.3% | +316.2% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling