+529.3%
TSEM vs ROL
+5.5%
+523.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +11.3% |
| 7D | -2.0% | +7.5% | -9.5% | -0.7% |
| 30D | -33.4% | +21.1% | -54.6% | -31.2% |
| 3M | -39.7% | +3.1% | -42.8% | -38.4% |
| 6M | -27.8% | -27.4% | -0.4% | -26.7% |
| YTD | +29.7% | -34.7% | +64.4% | +32.3% |
| 1Y | +81.1% | -32.9% | +114.1% | +84.2% |
| 3Y | +529.3% | +6.1% | +523.2% | +489.3% |
| All | +529.3% | +5.5% | +523.8% | +489.3% |
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