+69.0%
TSM vs RKT
-37.2%
+106.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.3% |
| 7D | +4.8% | -1.0% | +5.7% | +4.9% |
| 30D | +4.0% | -2.4% | +6.4% | +4.3% |
| 3M | +2.0% | +1.9% | +0.1% | +0.9% |
| 6M | +25.5% | -13.9% | +39.4% | +26.1% |
| YTD | +44.0% | -30.6% | +74.6% | +48.1% |
| All | +69.0% | -37.2% | +106.2% | +73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling