+322.5%
TSM vs ROIV
+280.9%
+41.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.3% |
| 7D | +14.8% | +9.2% | +5.6% | +13.5% |
| 30D | -8.9% | +19.9% | -28.8% | -11.1% |
| 3M | -5.3% | +10.6% | -15.9% | -6.8% |
| 6M | +2.6% | +36.1% | -33.5% | -1.9% |
| YTD | +34.5% | +84.3% | -49.8% | +23.5% |
| 1Y | +41.0% | +87.6% | -46.6% | +29.1% |
| 3Y | +333.1% | +353.9% | -20.8% | +255.7% |
| 5Y | +270.1% | +376.1% | -106.0% | +172.8% |
| All | +322.5% | +280.9% | +41.6% | +228.2% |
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