-23.8%
TSEM vs ROL
+4,424.5%
-4,448.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +10.4% |
| 7D | -2.0% | +7.5% | -9.5% | -3.8% |
| 30D | -33.4% | +21.1% | -54.6% | -36.9% |
| 3M | -39.7% | +3.1% | -42.8% | -40.7% |
| 6M | -27.8% | -27.4% | -0.4% | -22.9% |
| YTD | +29.7% | -34.7% | +64.4% | +42.0% |
| 1Y | +81.1% | -32.9% | +114.1% | +96.7% |
| 3Y | +529.3% | +6.1% | +523.2% | +493.2% |
| 5Y | +315.0% | +16.3% | +298.6% | +273.4% |
| 10Y | +865.7% | +214.9% | +650.8% | +540.5% |
| All | -23.8% | +4,424.5% | -4,448.3% | -76.1% |
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