+444.8%
TSM vs RKT
-4.5%
+449.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +2.5% |
| 7D | -2.1% | +4.6% | -6.7% | -2.6% |
| 30D | -12.5% | +25.9% | -38.4% | -14.8% |
| 3M | -5.0% | +5.0% | -10.0% | -5.9% |
| 6M | -3.2% | -7.9% | +4.7% | -3.1% |
| YTD | +31.5% | -25.4% | +56.9% | +33.6% |
| 1Y | +35.7% | -15.4% | +51.1% | +36.1% |
| 3Y | +323.5% | +83.3% | +240.2% | +277.4% |
| 5Y | +263.4% | -0.8% | +264.2% | +226.5% |
| All | +444.8% | -4.5% | +449.2% | +388.3% |
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