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  • TSEM vs ROP✓SelectedUSD · ROPTSEM vs ROP performance historyLatest closeAs of-1.48%09/09
Stock and ETF performance explorer

TSEM vs ROP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,326.7%
ROP return
+132.1%
Excess return
+1,194.5%
Maximum drawdown
-62.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioROPExcessAlpha
1D-1.5%-1.3%-0.1%-1.0%
7D+4.7%-6.1%+10.8%+6.8%
30D-14.2%-3.4%-10.9%-13.6%
3M-5.0%+16.7%-21.7%-12.5%
6M+87.6%+8.1%+79.5%+76.9%
YTD+84.4%-11.7%+96.1%+89.7%
1Y+235.4%-24.2%+259.6%+271.6%
3Y+668.0%-19.0%+686.9%+716.6%
5Y+644.7%-15.9%+660.6%+662.6%
10Y+1,326.7%+135.7%+1,191.0%+724.3%
All+1,326.7%+132.1%+1,194.5%+724.3%

Cumulative growth

Daily Returns

Daily percentage return beside ROP.

Daily Out/Under-Performance

Portfolio return minus ROP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…

10y analysis · Full analysis span regression · 6 months rolling