+1,757.1%
TSM vs ROK
+350.4%
+1,406.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | +2.6% | -1.6% | +4.3% | +3.4% |
| 30D | +1.4% | -5.4% | +6.9% | +4.1% |
| 3M | +5.0% | -4.0% | +8.9% | +7.0% |
| 6M | +24.0% | +13.3% | +10.6% | +16.7% |
| YTD | +41.6% | +9.3% | +32.2% | +35.0% |
| 1Y | +66.2% | +25.8% | +40.4% | +48.4% |
| 3Y | +398.2% | +49.1% | +349.1% | +299.0% |
| 5Y | +277.6% | +45.9% | +231.8% | +197.0% |
| All | +1,757.1% | +350.4% | +1,406.7% | +822.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling