+679.5%
TSEM vs ROL
+1.0%
+678.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.3% |
| 7D | +10.4% | -3.4% | +13.9% | +10.2% |
| 30D | -12.9% | -6.9% | -6.0% | -13.3% |
| 3M | -9.2% | -24.6% | +15.4% | -10.4% |
| 6M | +98.8% | -39.5% | +138.3% | +98.2% |
| YTD | +87.2% | -41.1% | +128.3% | +86.9% |
| 1Y | +239.0% | -37.9% | +276.9% | +236.6% |
| 3Y | +679.5% | +0.8% | +678.7% | +616.0% |
| All | +679.5% | +1.0% | +678.5% | +616.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling