+11,954.4%
TSM vs ROP
+3,506.6%
+8,447.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.3% | +7.7% |
| 7D | -7.6% | +2.1% | -9.7% | -8.7% |
| 30D | -20.5% | +32.9% | -53.4% | -31.4% |
| 3M | -10.0% | +20.0% | -30.0% | -18.9% |
| 6M | -10.1% | +36.4% | -46.5% | -25.3% |
| YTD | +24.5% | +7.8% | +16.7% | +14.4% |
| 1Y | +31.2% | +8.0% | +23.2% | +20.3% |
| 3Y | +322.0% | -3.5% | +325.5% | +306.2% |
| 5Y | +245.3% | +1.5% | +243.8% | +221.2% |
| 10Y | +1,465.8% | +198.5% | +1,267.4% | +725.8% |
| All | +11,954.4% | +3,506.6% | +8,447.8% | +2,189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling