+36.0%
TSM vs ROL
-34.1%
+70.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -1.6% |
| 7D | -10.0% | +14.6% | -24.5% | -7.1% |
| 30D | -18.5% | +29.3% | -47.8% | -14.1% |
| 3M | -4.9% | +2.0% | -6.9% | -2.8% |
| 6M | -1.0% | -28.5% | +27.6% | +0.9% |
| YTD | +31.3% | -35.3% | +66.6% | +37.2% |
| 1Y | +36.0% | -34.7% | +70.7% | +40.6% |
| All | +36.0% | -34.1% | +70.1% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling