+273.1%
TSM vs ROP
-13.6%
+286.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.4% | +3.9% |
| 7D | +2.7% | -4.4% | +7.2% | +4.0% |
| 30D | +3.6% | +3.2% | +0.4% | +2.4% |
| 3M | -3.4% | +23.1% | -26.4% | -11.3% |
| 6M | +20.6% | +13.3% | +7.3% | +14.0% |
| YTD | +41.9% | -7.9% | +49.7% | +47.8% |
| 1Y | +84.4% | -22.1% | +106.4% | +110.4% |
| 3Y | +380.2% | -16.8% | +397.0% | +423.6% |
| All | +273.1% | -13.6% | +286.7% | +268.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling