+41.0%
TSM vs ROIV
+91.0%
-50.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.8% |
| 7D | +14.8% | +9.2% | +5.6% | +12.5% |
| 30D | -8.9% | +19.9% | -28.8% | -12.5% |
| 3M | -5.3% | +10.6% | -15.9% | -7.8% |
| 6M | +2.6% | +36.1% | -33.5% | -4.7% |
| YTD | +34.5% | +84.3% | -49.8% | +18.4% |
| 1Y | +41.0% | +87.6% | -46.6% | +24.4% |
| All | +41.0% | +91.0% | -50.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling