+265.7%
TSM vs ROL
+15.7%
+250.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -1.7% |
| 7D | +6.2% | +3.0% | +3.2% | +6.1% |
| 30D | -7.3% | +19.8% | -27.0% | -7.8% |
| 3M | -7.1% | +7.9% | -15.0% | -7.1% |
| 6M | +0.2% | -25.6% | +25.9% | +3.3% |
| YTD | +32.2% | -34.1% | +66.4% | +37.9% |
| 1Y | +42.8% | -31.4% | +74.2% | +48.1% |
| 3Y | +330.4% | +4.7% | +325.7% | +312.1% |
| All | +265.7% | +15.7% | +250.0% | +220.8% |
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