+397.0%
TSM vs ROP
-15.8%
+412.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.4% | +3.3% |
| 7D | +2.7% | -4.4% | +7.2% | +3.2% |
| 30D | +3.6% | +3.2% | +0.4% | +3.1% |
| 3M | -3.4% | +23.1% | -26.4% | -7.8% |
| 6M | +20.6% | +13.3% | +7.3% | +17.6% |
| YTD | +41.9% | -7.9% | +49.7% | +51.4% |
| 1Y | +84.4% | -22.1% | +106.4% | +115.6% |
| All | +397.0% | -15.8% | +412.8% | +437.5% |
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