+281.7%
TSM vs RKT
-7.0%
+288.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +2.7% | +2.1% | +0.6% | +2.3% |
| 30D | +3.6% | +1.4% | +2.2% | +3.1% |
| 3M | -3.4% | +6.3% | -9.6% | -5.0% |
| 6M | +20.6% | -15.5% | +36.1% | +22.5% |
| YTD | +41.9% | -27.4% | +69.2% | +46.9% |
| 1Y | +84.4% | -26.6% | +110.9% | +89.5% |
| 3Y | +380.2% | +41.2% | +339.0% | +295.7% |
| All | +281.7% | -7.0% | +288.7% | +232.3% |
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 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