+496.6%
TSM vs RKT
-11.2%
+507.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.5% |
| 7D | +4.8% | -1.0% | +5.7% | +4.9% |
| 30D | +4.0% | -2.4% | +6.4% | +4.2% |
| 3M | +2.0% | +1.9% | +0.1% | +1.4% |
| 6M | +25.5% | -13.9% | +39.4% | +26.6% |
| YTD | +44.0% | -30.6% | +74.6% | +47.9% |
| 1Y | +75.4% | -34.4% | +109.8% | +80.5% |
| 3Y | +406.7% | +38.2% | +368.6% | +365.9% |
| 5Y | +285.0% | -9.7% | +294.6% | +249.7% |
| All | +496.6% | -11.2% | +507.8% | +440.5% |
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