+1,643.1%
TSM vs ROP
+185.2%
+1,457.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.2% | +0.7% | +5.5% | +5.9% |
| 30D | -7.3% | +28.8% | -36.1% | -17.1% |
| 3M | -7.1% | +21.1% | -28.2% | -15.2% |
| 6M | +0.2% | +52.5% | -52.3% | -19.3% |
| YTD | +32.2% | +8.9% | +23.4% | +24.6% |
| 1Y | +42.8% | +8.2% | +34.6% | +34.8% |
| 3Y | +330.4% | -5.2% | +335.6% | +332.7% |
| 5Y | +263.9% | +1.7% | +262.2% | +247.3% |
| All | +1,643.1% | +185.2% | +1,457.9% | +902.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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