+398.4%
TSM vs RGTI
+665.7%
-267.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +2.6% | -0.1% | +2.8% | +2.7% |
| 30D | +1.4% | -16.2% | +17.6% | +2.8% |
| 3M | +5.0% | -22.0% | +27.0% | +6.7% |
| 6M | +24.0% | -10.8% | +34.7% | +23.7% |
| YTD | +41.6% | -31.6% | +73.1% | +43.2% |
| 1Y | +66.2% | -6.4% | +72.5% | +63.2% |
| All | +398.4% | +665.7% | -267.2% | +318.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling