+285.0%
TSM vs ROL
-6.0%
+291.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | +4.8% | -3.3% | +8.1% | +5.0% |
| 30D | +4.0% | -7.2% | +11.3% | +4.5% |
| 3M | +2.0% | -27.0% | +29.0% | +4.3% |
| 6M | +25.5% | -39.5% | +65.0% | +30.9% |
| YTD | +44.0% | -41.8% | +85.8% | +50.8% |
| 1Y | +75.4% | -38.9% | +114.3% | +82.3% |
| 3Y | +406.7% | -0.4% | +407.1% | +381.3% |
| 5Y | +285.0% | -4.2% | +289.2% | +248.2% |
| All | +285.0% | -6.0% | +291.0% | +248.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling