+20.6%
TSM vs ROP
+14.8%
+5.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.4% | +1.0% |
| 7D | +2.7% | -4.4% | +7.2% | +0.4% |
| 30D | +3.6% | +3.2% | +0.4% | +5.6% |
| 3M | -3.4% | +23.1% | -26.4% | +7.1% |
| 6M | +20.6% | +13.3% | +7.3% | +27.6% |
| All | +20.6% | +14.8% | +5.8% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling