+322.0%
TSM vs ROL
+3.8%
+318.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.1% |
| 7D | -7.6% | +9.5% | -17.0% | -6.7% |
| 30D | -20.5% | +22.9% | -43.4% | -19.0% |
| 3M | -10.0% | +3.5% | -13.5% | -9.0% |
| 6M | -10.1% | -29.4% | +19.3% | -9.0% |
| YTD | +24.5% | -36.1% | +60.6% | +26.4% |
| 1Y | +31.2% | -34.4% | +65.5% | +33.0% |
| 3Y | +322.0% | +4.0% | +318.0% | +268.4% |
| All | +322.0% | +3.8% | +318.1% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling