+13,634.3%
TSM vs ROL
+3,865.7%
+9,768.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.7% |
| 7D | +2.7% | -1.4% | +4.2% | +3.4% |
| 30D | +3.6% | -4.1% | +7.7% | +5.3% |
| 3M | -3.4% | -22.5% | +19.1% | +6.5% |
| 6M | +20.6% | -37.7% | +58.3% | +45.5% |
| YTD | +41.9% | -39.6% | +81.4% | +72.6% |
| 1Y | +84.4% | -36.0% | +120.4% | +116.8% |
| 3Y | +380.2% | -5.1% | +385.4% | +359.3% |
| 5Y | +275.3% | -3.4% | +278.7% | +243.2% |
| 10Y | +1,751.4% | +215.2% | +1,536.1% | +802.6% |
| All | +13,634.3% | +3,865.7% | +9,768.7% | +1,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling