+1,753.6%
TSM vs ROP
+134.1%
+1,619.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +3.6% |
| 7D | +6.0% | -5.4% | +11.5% | +8.4% |
| 30D | +4.5% | -1.6% | +6.2% | +4.9% |
| 3M | +3.1% | +18.8% | -15.7% | -6.5% |
| 6M | +30.2% | +8.2% | +22.0% | +22.7% |
| YTD | +45.2% | -10.5% | +55.7% | +49.6% |
| 1Y | +79.6% | -23.7% | +103.3% | +101.2% |
| 3Y | +411.0% | -17.9% | +428.8% | +446.1% |
| 5Y | +290.7% | -15.3% | +306.1% | +305.0% |
| 10Y | +1,753.6% | +133.4% | +1,620.2% | +1,045.4% |
| All | +1,753.6% | +134.1% | +1,619.5% | +1,045.4% |
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