+1,779.8%
TSM vs IBKR
+1,011.6%
+768.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.3% |
| 7D | +1.0% | -1.3% | +2.4% | +1.5% |
| 30D | +1.0% | -0.2% | +1.2% | +0.7% |
| 3M | +2.9% | +3.0% | -0.1% | +1.0% |
| 6M | +22.8% | +33.9% | -11.0% | +8.3% |
| YTD | +43.3% | +42.5% | +0.8% | +22.8% |
| 1Y | +69.2% | +44.9% | +24.3% | +43.7% |
| 3Y | +404.5% | +293.0% | +111.5% | +184.9% |
| 5Y | +282.2% | +497.7% | -215.4% | +78.6% |
| All | +1,779.8% | +1,011.6% | +768.1% | +676.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling