+291.2%
TSM vs ROIV
+270.3%
+20.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.2% | +0.2% | +5.5% |
| 7D | -7.6% | +5.3% | -12.9% | -8.2% |
| 30D | -20.5% | +11.9% | -32.4% | -21.7% |
| 3M | -10.0% | +10.7% | -20.7% | -11.5% |
| 6M | -10.1% | +34.9% | -45.0% | -13.9% |
| YTD | +24.5% | +79.2% | -54.7% | +14.8% |
| 1Y | +31.2% | +89.0% | -57.8% | +20.0% |
| 3Y | +322.0% | +337.3% | -15.4% | +248.1% |
| 5Y | +245.3% | +402.3% | -157.1% | +154.8% |
| All | +291.2% | +270.3% | +20.9% | +205.0% |
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