+236.4%
TSM vs RKT
0.0%
+236.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +6.1% |
| 7D | -7.6% | +17.7% | -25.2% | -10.0% |
| 30D | -20.5% | +31.6% | -52.1% | -24.3% |
| 3M | -10.0% | +13.9% | -23.9% | -12.4% |
| 6M | -10.1% | +2.8% | -12.9% | -11.6% |
| YTD | +24.5% | -22.2% | +46.7% | +27.0% |
| 1Y | +31.2% | -3.5% | +34.7% | +28.9% |
| 3Y | +322.0% | +95.3% | +226.7% | +219.4% |
| All | +236.4% | 0.0% | +236.4% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling