-20.5%
TSEM vs ROL
+4,416.3%
-4,436.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.6% |
| 7D | +6.8% | +0.8% | +6.0% | +6.6% |
| 30D | -26.6% | +20.6% | -47.2% | -30.4% |
| 3M | -36.3% | +4.5% | -40.8% | -37.6% |
| 6M | -30.6% | -26.5% | -4.1% | -26.1% |
| YTD | +35.3% | -34.8% | +70.1% | +48.2% |
| 1Y | +59.2% | -33.2% | +92.4% | +73.0% |
| 3Y | +547.7% | +4.5% | +543.2% | +513.2% |
| 5Y | +337.5% | +15.5% | +322.0% | +294.5% |
| 10Y | +887.4% | +217.2% | +670.1% | +553.6% |
| All | -20.5% | +4,416.3% | -4,436.7% | -75.1% |
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