+663.0%
TSEM vs RY
+140.8%
+522.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +8.3% |
| 7D | +6.9% | +3.1% | +3.8% | +4.9% |
| 30D | +5.3% | -0.3% | +5.6% | +5.7% |
| 3M | -14.9% | +8.7% | -23.6% | -18.7% |
| 6M | +80.0% | +28.5% | +51.5% | +56.4% |
| YTD | +89.4% | +25.1% | +64.2% | +66.8% |
| 1Y | +253.1% | +46.3% | +206.8% | +187.2% |
| 3Y | +642.1% | +154.9% | +487.2% | +369.9% |
| All | +663.0% | +140.8% | +522.2% | +376.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling