+1,326.7%
TSEM vs ROL
+205.3%
+1,121.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +4.7% | -3.3% | +8.0% | +5.5% |
| 30D | -14.2% | -7.2% | -7.0% | -13.0% |
| 3M | -5.0% | -27.0% | +21.9% | +1.0% |
| 6M | +87.6% | -39.5% | +127.1% | +108.4% |
| YTD | +84.4% | -41.8% | +126.2% | +106.3% |
| 1Y | +235.4% | -38.9% | +274.3% | +268.7% |
| 3Y | +668.0% | -0.4% | +668.4% | +621.5% |
| 5Y | +644.7% | -4.2% | +648.9% | +587.5% |
| 10Y | +1,326.7% | +208.2% | +1,118.5% | +742.7% |
| All | +1,326.7% | +205.3% | +1,121.4% | +742.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling