+457.1%
TSM vs RKT
-9.3%
+466.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.2% | -1.4% |
| 7D | +14.8% | -7.5% | +22.3% | +15.7% |
| 30D | -8.9% | +26.6% | -35.5% | -11.4% |
| 3M | -5.3% | -2.4% | -2.8% | -5.4% |
| 6M | +2.6% | -7.4% | +9.9% | +2.6% |
| YTD | +34.5% | -29.2% | +63.7% | +37.4% |
| 1Y | +41.0% | -23.5% | +64.5% | +42.8% |
| 3Y | +333.1% | +73.9% | +259.2% | +288.0% |
| 5Y | +270.1% | -6.6% | +276.7% | +234.4% |
| All | +457.1% | -9.3% | +466.5% | +402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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