+309.1%
TSM vs RGTI
+54.2%
+254.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | +1.0% | -17.1% | +18.1% | +2.2% |
| 3M | +2.9% | -26.0% | +28.9% | +4.8% |
| 6M | +22.8% | -9.9% | +32.7% | +22.5% |
| YTD | +43.3% | -31.1% | +74.4% | +44.8% |
| 1Y | +69.2% | -8.5% | +77.7% | +66.4% |
| 3Y | +404.5% | +652.2% | -247.7% | +301.4% |
| 5Y | +282.2% | +56.8% | +225.4% | +232.2% |
| All | +309.1% | +54.2% | +254.9% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 10y: compounded portfolio wealth divided by compounded RGTI 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…
10y analysis · Full analysis span regression · 6 months rolling