+1,672.6%
TSM vs ROL
+213.5%
+1,459.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +14.8% | -1.7% | +16.5% | +15.2% |
| 30D | -8.9% | +18.5% | -27.4% | -12.5% |
| 3M | -5.3% | +4.3% | -9.6% | -6.5% |
| 6M | +2.6% | -27.7% | +30.3% | +10.2% |
| YTD | +34.5% | -35.8% | +70.3% | +48.6% |
| 1Y | +41.0% | -34.1% | +75.1% | +54.5% |
| 3Y | +333.1% | +2.9% | +330.2% | +305.7% |
| 5Y | +270.1% | +12.7% | +257.4% | +226.3% |
| All | +1,672.6% | +213.5% | +1,459.1% | +994.1% |
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 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