+36.0%
TSM vs IBKR
+10.3%
+25.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.5% |
| 7D | -10.0% | -6.8% | -3.2% | -6.9% |
| 30D | -18.5% | -12.5% | -6.0% | -13.3% |
| 3M | -4.9% | -12.0% | +7.2% | +0.2% |
| 6M | -1.0% | -4.5% | +3.6% | +0.2% |
| YTD | +31.3% | +21.5% | +9.8% | +15.1% |
| 1Y | +36.0% | +10.6% | +25.4% | +24.0% |
| All | +36.0% | +10.3% | +25.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling