+313.1%
TSM vs ROIV
+292.3%
+20.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.8% |
| 7D | -2.1% | +14.3% | -16.3% | -3.8% |
| 30D | -12.5% | +16.2% | -28.8% | -14.3% |
| 3M | -5.0% | +15.1% | -20.1% | -7.1% |
| 6M | -3.2% | +44.2% | -47.4% | -8.2% |
| YTD | +31.5% | +89.8% | -58.3% | +20.3% |
| 1Y | +35.7% | +94.6% | -58.9% | +23.6% |
| 3Y | +323.5% | +367.5% | -44.0% | +246.3% |
| 5Y | +263.4% | +421.4% | -158.0% | +166.0% |
| All | +313.1% | +292.3% | +20.8% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling