+373.1%
TSM vs ROIV
+200.3%
+172.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.5% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +3.6% | +1.0% | +2.6% | +3.3% |
| 3M | -3.4% | +18.3% | -21.7% | -6.7% |
| 6M | +20.6% | +18.3% | +2.3% | +16.0% |
| YTD | +41.9% | +61.0% | -19.1% | +27.9% |
| 1Y | +84.4% | +177.9% | -93.5% | +47.6% |
| All | +373.1% | +200.3% | +172.7% | +256.7% |
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 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