+13,634.3%
TSM vs ROP
+2,982.0%
+10,652.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.4% | +4.6% |
| 7D | +2.7% | -4.4% | +7.2% | +4.9% |
| 30D | +3.6% | +3.2% | +0.4% | +1.8% |
| 3M | -3.4% | +23.1% | -26.4% | -14.3% |
| 6M | +20.6% | +13.3% | +7.3% | +10.5% |
| YTD | +41.9% | -7.9% | +49.7% | +42.5% |
| 1Y | +84.4% | -22.1% | +106.4% | +100.5% |
| 3Y | +380.2% | -16.8% | +397.0% | +403.0% |
| 5Y | +275.3% | -13.5% | +288.9% | +282.0% |
| 10Y | +1,751.4% | +137.7% | +1,613.7% | +1,004.8% |
| All | +13,634.3% | +2,982.0% | +10,652.3% | +2,750.5% |
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 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