Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • TSEM vs ROL✓SelectedUSD · ROLTSEM vs ROL performance historyLatest closeAs of+7.85%09/04
Stock and ETF performance explorer

TSEM vs ROL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11.3%
ROL return
+4,088.1%
Excess return
-4,076.8%
Maximum drawdown
-99.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioROLExcessAlpha
1D+7.8%+0.4%+7.4%+7.7%
7D+6.9%-1.4%+8.3%+7.3%
30D+5.3%-4.1%+9.4%+6.4%
3M-14.9%-22.5%+7.6%-9.9%
6M+80.0%-37.7%+117.7%+101.5%
YTD+89.4%-39.6%+128.9%+113.1%
1Y+253.1%-36.0%+289.1%+289.5%
3Y+642.1%-5.1%+647.3%+624.0%
5Y+659.1%-3.4%+662.5%+621.8%
10Y+1,291.4%+215.2%+1,076.1%+827.7%
All+11.3%+4,088.1%-4,076.8%-64.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling