+311.1%
TSM vs RGTI
+53.9%
+257.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.6% |
| 7D | +4.8% | +2.5% | +2.3% | +4.6% |
| 30D | +4.0% | -13.7% | +17.7% | +5.0% |
| 3M | +2.0% | -22.6% | +24.6% | +3.5% |
| 6M | +25.5% | -13.4% | +38.9% | +25.5% |
| YTD | +44.0% | -31.2% | +75.2% | +45.5% |
| 1Y | +75.4% | -7.6% | +83.1% | +72.4% |
| 3Y | +406.7% | +669.7% | -262.9% | +302.7% |
| 5Y | +285.0% | +57.0% | +227.9% | +234.2% |
| All | +311.1% | +53.9% | +257.2% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling