+990.2%
IBKR vs TSEM
+1,313.0%
-322.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | -1.3% | -4.9% | +3.5% | -0.1% |
| 30D | -0.2% | -18.7% | +18.5% | +4.7% |
| 3M | +3.0% | -18.1% | +21.1% | +5.5% |
| 6M | +33.9% | +77.1% | -43.2% | +8.4% |
| YTD | +42.5% | +80.1% | -37.6% | +13.8% |
| 1Y | +44.9% | +220.4% | -175.5% | -2.0% |
| 3Y | +293.0% | +650.1% | -357.1% | +107.0% |
| 5Y | +497.7% | +628.9% | -131.2% | +207.3% |
| All | +990.2% | +1,313.0% | -322.8% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling