+2.7%
TSM vs ROK
-9.5%
+12.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +2.5% |
| 7D | +4.4% | -8.5% | +12.9% | +11.8% |
| 30D | -7.0% | -6.4% | -0.6% | -2.0% |
| 3M | -1.8% | -8.8% | +7.0% | +5.6% |
| 6M | +2.7% | -10.5% | +13.2% | +11.4% |
| All | +2.7% | -9.5% | +12.2% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling