+13,171.6%
TSM vs ROL
+4,176.4%
+8,995.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +4.4% | +0.8% | +3.7% | +4.0% |
| 30D | -7.0% | +20.6% | -27.6% | -14.6% |
| 3M | -1.8% | +4.5% | -6.3% | -4.8% |
| 6M | +2.7% | -26.5% | +29.2% | +14.2% |
| YTD | +37.1% | -34.8% | +71.9% | +59.7% |
| 1Y | +43.5% | -33.2% | +76.6% | +65.0% |
| 3Y | +341.5% | +4.5% | +337.1% | +303.4% |
| 5Y | +278.9% | +15.5% | +263.3% | +218.0% |
| 10Y | +1,641.8% | +217.2% | +1,424.6% | +743.3% |
| All | +13,171.6% | +4,176.4% | +8,995.2% | +1,311.7% |
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 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