+322.0%
TSM vs ROIV
+314.9%
+7.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.2% | +0.2% | +4.6% |
| 7D | -7.6% | +5.3% | -12.9% | -8.8% |
| 30D | -20.5% | +11.9% | -32.4% | -22.9% |
| 3M | -10.0% | +10.7% | -20.7% | -13.1% |
| 6M | -10.1% | +34.9% | -45.0% | -18.2% |
| YTD | +24.5% | +79.2% | -54.7% | +3.8% |
| 1Y | +31.2% | +89.0% | -57.8% | +7.2% |
| 3Y | +322.0% | +337.3% | -15.4% | +153.6% |
| All | +322.0% | +314.9% | +7.0% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling