-65.0%
TSEM vs RY
+11,121.0%
-11,186.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.5% |
| 7D | -17.5% | -0.9% | -16.6% | -17.2% |
| 30D | -44.7% | +5.9% | -50.5% | -46.2% |
| 3M | -38.9% | -4.3% | -34.6% | -37.4% |
| 6M | -36.7% | +12.1% | -48.8% | -40.0% |
| YTD | +17.0% | +20.3% | -3.3% | +7.5% |
| 1Y | +62.8% | +41.0% | +21.8% | +38.9% |
| 3Y | +471.3% | +157.5% | +313.8% | +266.0% |
| 5Y | +290.3% | +123.2% | +167.1% | +163.4% |
| 10Y | +790.1% | +365.7% | +424.4% | +329.5% |
| All | -65.0% | +11,121.0% | -11,186.0% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling