+267.9%
TSM vs ROIV
+248.8%
+19.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.2% | -6.6% | -10.2% |
| 7D | -18.2% | -2.4% | -15.8% | -17.9% |
| 30D | -26.8% | +3.1% | -29.9% | -27.1% |
| 3M | -14.5% | +5.8% | -20.3% | -15.4% |
| 6M | -10.0% | +29.3% | -39.3% | -13.4% |
| YTD | +17.1% | +68.8% | -51.6% | +8.8% |
| 1Y | +21.5% | +81.0% | -59.5% | +11.8% |
| 3Y | +300.4% | +294.6% | +5.8% | +234.2% |
| 5Y | +224.7% | +373.1% | -148.4% | +141.5% |
| All | +267.9% | +248.8% | +19.1% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling