+667.3%
TSEM vs ROL
-2.9%
+670.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +10.4% | -3.4% | +13.9% | +10.6% |
| 30D | -12.9% | -6.9% | -6.0% | -12.6% |
| 3M | -9.2% | -24.6% | +15.4% | -7.8% |
| 6M | +98.8% | -39.5% | +138.3% | +106.9% |
| YTD | +87.2% | -41.1% | +128.3% | +95.3% |
| 1Y | +239.0% | -37.9% | +276.9% | +250.2% |
| 3Y | +679.5% | +0.8% | +678.7% | +635.8% |
| 5Y | +667.3% | -4.7% | +671.9% | +580.5% |
| All | +667.3% | -2.9% | +670.1% | +580.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling