+849.8%
TSEM vs ROL
+211.1%
+638.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -9.5% | +3.4% | -12.9% | -10.1% |
| 30D | -35.5% | +20.8% | -56.2% | -37.9% |
| 3M | -41.6% | +3.7% | -45.3% | -42.1% |
| 6M | -30.1% | -27.7% | -2.4% | -25.4% |
| YTD | +25.7% | -34.9% | +60.6% | +37.2% |
| 1Y | +50.5% | -33.3% | +83.8% | +62.9% |
| 3Y | +501.7% | +4.3% | +497.4% | +463.3% |
| 5Y | +310.9% | +15.0% | +295.9% | +262.0% |
| 10Y | +849.8% | +214.7% | +635.1% | +417.2% |
| All | +849.8% | +211.1% | +638.7% | +417.2% |
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