+1,709.2%
TSM vs IBB
+129.6%
+1,579.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.4% |
| 7D | +2.7% | +1.4% | +1.3% | +1.8% |
| 30D | +3.6% | +10.5% | -6.9% | -2.9% |
| 3M | -3.4% | +23.6% | -27.0% | -15.7% |
| 6M | +20.6% | +22.6% | -2.0% | +5.7% |
| YTD | +41.9% | +25.7% | +16.2% | +22.1% |
| 1Y | +84.4% | +51.4% | +33.0% | +41.0% |
| 3Y | +380.2% | +64.4% | +315.8% | +245.3% |
| 5Y | +275.3% | +22.1% | +253.2% | +218.5% |
| All | +1,709.2% | +129.6% | +1,579.6% | +1,046.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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