+337.8%
TSM vs IBIT
+61.9%
+275.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.4% |
| 7D | +2.7% | +3.0% | -0.3% | +2.0% |
| 30D | +3.6% | +23.1% | -19.5% | -1.1% |
| 3M | -3.4% | +25.6% | -28.9% | -8.2% |
| 6M | +20.6% | +9.1% | +11.5% | +17.8% |
| YTD | +41.9% | -8.9% | +50.8% | +42.7% |
| 1Y | +84.4% | -27.5% | +111.8% | +93.6% |
| All | +337.8% | +61.9% | +275.9% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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