+278.9%
TSM vs ROIV
+421.8%
-143.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.0% |
| 7D | +4.4% | +9.5% | -5.0% | +3.2% |
| 30D | -7.0% | +21.0% | -28.0% | -9.5% |
| 3M | -1.8% | +18.7% | -20.5% | -4.5% |
| 6M | +2.7% | +44.5% | -41.8% | -3.0% |
| YTD | +37.1% | +92.9% | -55.8% | +24.3% |
| 1Y | +43.5% | +100.2% | -56.8% | +29.2% |
| 3Y | +341.5% | +375.0% | -33.5% | +254.7% |
| 5Y | +278.9% | +435.2% | -156.3% | +166.3% |
| All | +278.9% | +421.8% | -143.0% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling