+13,634.3%
TSM vs ROK
+4,584.9%
+9,049.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.3% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | +3.6% | -3.3% | +6.9% | +5.2% |
| 3M | -3.4% | -5.9% | +2.5% | -0.6% |
| 6M | +20.6% | +13.9% | +6.8% | +13.4% |
| YTD | +41.9% | +12.6% | +29.3% | +33.5% |
| 1Y | +84.4% | +28.6% | +55.8% | +63.2% |
| 3Y | +380.2% | +45.1% | +335.1% | +291.5% |
| 5Y | +275.3% | +45.6% | +229.8% | +198.3% |
| 10Y | +1,751.4% | +345.0% | +1,406.4% | +734.5% |
| All | +13,634.3% | +4,584.9% | +9,049.4% | +1,931.7% |
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 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