+304.9%
TSM vs ROIV
+287.3%
+17.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +2.9% |
| 7D | -2.5% | +13.3% | -15.8% | -4.1% |
| 30D | -14.3% | +14.8% | -29.0% | -15.9% |
| 3M | -7.2% | +11.9% | -19.1% | -8.9% |
| 6M | -5.1% | +42.4% | -47.5% | -9.8% |
| YTD | +28.9% | +87.4% | -58.5% | +18.1% |
| 1Y | +37.1% | +97.2% | -60.2% | +24.7% |
| 3Y | +341.5% | +375.7% | -34.2% | +260.7% |
| 5Y | +245.7% | +379.0% | -133.3% | +154.3% |
| All | +304.9% | +287.3% | +17.6% | +213.7% |
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