+7,285.5%
TSM vs IBB
+566.2%
+6,719.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.2% |
| 7D | -7.6% | -1.8% | -5.7% | -6.2% |
| 30D | -20.5% | +5.1% | -25.6% | -23.0% |
| 3M | -10.0% | +10.7% | -20.7% | -16.2% |
| 6M | -10.1% | +22.9% | -32.9% | -22.1% |
| YTD | +24.5% | +26.7% | -2.2% | +5.5% |
| 1Y | +31.2% | +35.1% | -3.9% | +6.3% |
| 3Y | +322.0% | +80.2% | +241.8% | +179.9% |
| 5Y | +245.3% | +37.8% | +207.4% | +170.0% |
| 10Y | +1,465.8% | +161.2% | +1,304.6% | +668.6% |
| All | +7,285.5% | +566.2% | +6,719.4% | +1,304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling