+235.4%
TSEM vs ROL
-38.8%
+274.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.8% |
| 7D | +4.7% | -3.3% | +8.0% | +3.7% |
| 30D | -14.2% | -7.2% | -7.0% | -16.0% |
| 3M | -5.0% | -27.0% | +21.9% | -12.2% |
| 6M | +87.6% | -39.5% | +127.1% | +71.0% |
| YTD | +84.4% | -41.8% | +126.2% | +70.0% |
| 1Y | +235.4% | -38.9% | +274.3% | +212.5% |
| All | +235.4% | -38.8% | +274.2% | +212.5% |
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