+234.0%
TSM vs ROST
+105.7%
+128.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.0% |
| 7D | -7.6% | +1.2% | -8.8% | -8.0% |
| 30D | -20.5% | +2.5% | -23.0% | -21.3% |
| 3M | -10.0% | -9.0% | -1.0% | -7.2% |
| 6M | -10.1% | +1.3% | -11.4% | -11.6% |
| YTD | +24.5% | +29.1% | -4.5% | +11.0% |
| 1Y | +31.2% | +45.4% | -14.2% | +11.2% |
| 3Y | +322.0% | +94.9% | +227.1% | +217.0% |
| All | +234.0% | +105.7% | +128.3% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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