+265.7%
TSM vs IBB
+39.3%
+226.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.4% |
| 7D | +6.2% | -0.5% | +6.7% | +6.6% |
| 30D | -7.3% | +4.6% | -11.8% | -9.5% |
| 3M | -7.1% | +6.8% | -14.0% | -11.2% |
| 6M | +0.2% | +23.1% | -22.9% | -12.9% |
| YTD | +32.2% | +26.0% | +6.2% | +12.9% |
| 1Y | +42.8% | +30.4% | +12.4% | +19.0% |
| 3Y | +330.4% | +85.4% | +245.0% | +179.9% |
| All | +265.7% | +39.3% | +226.4% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling