+471.3%
TSEM vs RY
+155.6%
+315.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +6.0% |
| 7D | -17.5% | -0.9% | -16.6% | -16.9% |
| 30D | -44.7% | +5.9% | -50.5% | -47.4% |
| 3M | -38.9% | -4.3% | -34.6% | -36.3% |
| 6M | -36.7% | +12.1% | -48.8% | -42.0% |
| YTD | +17.0% | +20.3% | -3.3% | +1.0% |
| 1Y | +62.8% | +41.0% | +21.8% | +25.2% |
| 3Y | +471.3% | +157.5% | +313.8% | +197.2% |
| All | +471.3% | +155.6% | +315.7% | +197.2% |
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 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