+42.8%
TSM vs RKT
-23.8%
+66.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | -9.0% | +15.2% | +7.7% |
| 30D | -7.3% | +30.2% | -37.5% | -11.7% |
| 3M | -7.1% | -8.8% | +1.7% | -5.4% |
| 6M | +0.2% | -0.9% | +1.2% | -0.5% |
| YTD | +32.2% | -29.2% | +61.4% | +37.0% |
| 1Y | +42.8% | -20.1% | +62.8% | +45.8% |
| All | +42.8% | -23.8% | +66.6% | +45.8% |
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