+13,171.6%
TSM vs ROK
+4,286.6%
+8,885.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.2% |
| 7D | +4.4% | -8.5% | +12.9% | +8.9% |
| 30D | -7.0% | -6.4% | -0.6% | -4.0% |
| 3M | -1.8% | -8.8% | +7.0% | +2.6% |
| 6M | +2.7% | -10.5% | +13.2% | +8.3% |
| YTD | +37.1% | +5.4% | +31.7% | +33.2% |
| 1Y | +43.5% | +5.0% | +38.5% | +39.7% |
| 3Y | +341.5% | +64.3% | +277.2% | +241.3% |
| 5Y | +278.9% | +34.0% | +244.9% | +213.9% |
| 10Y | +1,641.8% | +268.2% | +1,373.6% | +760.0% |
| All | +13,171.6% | +4,286.6% | +8,885.0% | +1,926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling