+253.1%
TSEM vs ROL
-35.4%
+288.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.4% | +8.0% |
| 7D | +6.9% | -1.4% | +8.3% | +6.4% |
| 30D | +5.3% | -4.1% | +9.4% | +4.1% |
| 3M | -14.9% | -22.5% | +7.6% | -20.1% |
| 6M | +80.0% | -37.7% | +117.7% | +66.1% |
| YTD | +89.4% | -39.6% | +128.9% | +76.7% |
| 1Y | +253.1% | -36.0% | +289.1% | +233.7% |
| All | +253.1% | -35.4% | +288.5% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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