+290.7%
TSM vs ROK
+46.6%
+244.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.9% |
| 7D | +6.0% | +2.8% | +3.3% | +4.6% |
| 30D | +4.5% | -2.4% | +6.9% | +5.8% |
| 3M | +3.1% | -4.7% | +7.8% | +5.6% |
| 6M | +30.2% | +16.8% | +13.5% | +20.5% |
| YTD | +45.2% | +11.4% | +33.8% | +36.9% |
| 1Y | +79.6% | +26.2% | +53.4% | +59.3% |
| 3Y | +411.0% | +51.9% | +359.1% | +300.0% |
| 5Y | +290.7% | +46.4% | +244.3% | +198.3% |
| All | +290.7% | +46.6% | +244.1% | +198.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling