+330.4%
TSM vs ROL
+5.9%
+324.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -1.4% |
| 7D | +6.2% | +3.0% | +3.2% | +6.5% |
| 30D | -7.3% | +19.8% | -27.0% | -5.5% |
| 3M | -7.1% | +7.9% | -15.0% | -5.8% |
| 6M | +0.2% | -25.6% | +25.9% | +1.4% |
| YTD | +32.2% | -34.1% | +66.4% | +34.3% |
| 1Y | +42.8% | -31.4% | +74.2% | +44.9% |
| 3Y | +330.4% | +4.7% | +325.7% | +303.7% |
| All | +330.4% | +5.9% | +324.5% | +303.7% |
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