+11,954.4%
TSM vs ROL
+4,096.8%
+7,857.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.2% |
| 7D | -7.6% | +9.5% | -17.0% | -11.2% |
| 30D | -20.5% | +22.9% | -43.4% | -27.7% |
| 3M | -10.0% | +3.5% | -13.5% | -12.5% |
| 6M | -10.1% | -29.4% | +19.3% | +1.7% |
| YTD | +24.5% | -36.1% | +60.6% | +46.2% |
| 1Y | +31.2% | -34.4% | +65.5% | +52.0% |
| 3Y | +322.0% | +4.0% | +318.0% | +286.1% |
| 5Y | +245.3% | +13.2% | +232.0% | +192.2% |
| 10Y | +1,465.8% | +219.7% | +1,246.2% | +654.0% |
| All | +11,954.4% | +4,096.8% | +7,857.6% | +1,192.1% |
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