+322.0%
TSM vs ROP
-3.8%
+325.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.3% | +6.3% |
| 7D | -7.6% | +2.1% | -9.7% | -7.6% |
| 30D | -20.5% | +32.9% | -53.4% | -21.7% |
| 3M | -10.0% | +20.0% | -30.0% | -10.7% |
| 6M | -10.1% | +36.4% | -46.5% | -13.0% |
| YTD | +24.5% | +7.8% | +16.7% | +32.3% |
| 1Y | +31.2% | +8.0% | +23.2% | +39.1% |
| 3Y | +322.0% | -3.5% | +325.5% | +361.1% |
| All | +322.0% | -3.8% | +325.7% | +361.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling