+411.0%
TSM vs RKT
+40.6%
+370.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.5% |
| 7D | +6.0% | +6.0% | +0.1% | +5.3% |
| 30D | +4.5% | +0.7% | +3.9% | +4.3% |
| 3M | +3.1% | +11.8% | -8.7% | +1.5% |
| 6M | +30.2% | -7.6% | +37.8% | +30.2% |
| YTD | +45.2% | -28.7% | +73.9% | +47.9% |
| 1Y | +79.6% | -32.6% | +112.1% | +83.3% |
| 3Y | +411.0% | +42.1% | +368.9% | +365.6% |
| All | +411.0% | +40.6% | +370.4% | +365.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling