+503.6%
IBKR vs TSEM
+617.3%
-113.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | -1.3% | -4.9% | +3.5% | -0.2% |
| 30D | -0.2% | -18.7% | +18.5% | +4.3% |
| 3M | +3.0% | -18.1% | +21.1% | +5.3% |
| 6M | +33.9% | +77.1% | -43.2% | +9.1% |
| YTD | +42.5% | +80.1% | -37.6% | +14.6% |
| 1Y | +44.9% | +220.4% | -175.5% | -0.9% |
| 3Y | +293.0% | +650.1% | -357.1% | +116.9% |
| All | +503.6% | +617.3% | -113.6% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling