-10.1%
TSM vs ROIV
+36.6%
-46.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.2% | +0.2% | +4.7% |
| 7D | -7.6% | +5.3% | -12.9% | -8.6% |
| 30D | -20.5% | +11.9% | -32.4% | -22.5% |
| 3M | -10.0% | +10.7% | -20.7% | -12.8% |
| 6M | -10.1% | +34.9% | -45.0% | -15.9% |
| All | -10.1% | +36.6% | -46.6% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling