+11.3%
TSEM vs ROL
+4,088.1%
-4,076.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 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