+43.5%
TSM vs ROL
-33.3%
+76.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.3% |
| 7D | +4.4% | +0.8% | +3.7% | +4.7% |
| 30D | -7.0% | +20.6% | -27.6% | -2.9% |
| 3M | -1.8% | +4.5% | -6.3% | +0.7% |
| 6M | +2.7% | -26.5% | +29.2% | +4.3% |
| YTD | +37.1% | -34.8% | +71.9% | +43.8% |
| 1Y | +43.5% | -33.2% | +76.6% | +50.6% |
| All | +43.5% | -33.3% | +76.8% | +50.6% |
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