+1,502.2%
TSM vs ROL
+222.1%
+1,280.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.1% |
| 7D | -2.5% | +7.5% | -10.0% | -4.1% |
| 30D | -14.3% | +21.1% | -35.4% | -18.0% |
| 3M | -7.2% | +3.1% | -10.4% | -8.2% |
| 6M | -5.1% | -27.4% | +22.3% | +1.9% |
| YTD | +28.9% | -34.7% | +63.6% | +41.9% |
| 1Y | +37.1% | -32.9% | +70.0% | +49.7% |
| 3Y | +341.5% | +6.1% | +335.3% | +310.3% |
| 5Y | +245.7% | +16.3% | +229.4% | +201.9% |
| 10Y | +1,502.2% | +214.9% | +1,287.4% | +865.4% |
| All | +1,502.2% | +222.1% | +1,280.2% | +865.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling