+7,699.4%
TSM vs IBB
+577.3%
+7,122.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.7% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | -12.5% | +5.2% | -17.7% | -15.3% |
| 3M | -5.0% | +8.6% | -13.6% | -10.4% |
| 6M | -3.2% | +27.8% | -31.0% | -18.3% |
| YTD | +31.5% | +28.8% | +2.7% | +10.2% |
| 1Y | +35.7% | +36.4% | -0.7% | +9.3% |
| 3Y | +323.5% | +89.3% | +234.2% | +171.9% |
| 5Y | +263.4% | +43.3% | +220.1% | +177.0% |
| 10Y | +1,598.5% | +130.6% | +1,467.9% | +812.2% |
| All | +7,699.4% | +577.3% | +7,122.2% | +1,367.0% |
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