+7,335.3%
TSM vs IBKR
+1,318.9%
+6,016.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +2.6% | -3.8% | +6.4% | +4.2% |
| 30D | +1.4% | -0.3% | +1.7% | +1.2% |
| 3M | +5.0% | +4.8% | +0.2% | +2.4% |
| 6M | +24.0% | +30.8% | -6.8% | +10.6% |
| YTD | +41.6% | +39.5% | +2.1% | +22.7% |
| 1Y | +66.2% | +43.7% | +22.5% | +42.0% |
| 3Y | +398.2% | +284.7% | +113.6% | +183.2% |
| 5Y | +277.6% | +484.9% | -207.3% | +77.9% |
| 10Y | +1,783.1% | +980.8% | +802.3% | +557.2% |
| All | +7,335.3% | +1,318.9% | +6,016.5% | +1,698.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling