+1,815.4%
TSM vs IBN
+312.2%
+1,503.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +4.8% | -5.1% | +9.9% | +6.5% |
| 30D | +4.0% | -3.5% | +7.6% | +5.1% |
| 3M | +2.0% | +11.3% | -9.3% | -1.6% |
| 6M | +25.5% | +4.4% | +21.1% | +23.6% |
| YTD | +44.0% | -1.8% | +45.8% | +44.5% |
| 1Y | +75.4% | -8.0% | +83.4% | +79.1% |
| 3Y | +406.7% | +27.1% | +379.7% | +363.7% |
| 5Y | +285.0% | +54.5% | +230.5% | +230.6% |
| 10Y | +1,815.4% | +314.2% | +1,501.2% | +1,190.0% |
| All | +1,815.4% | +312.2% | +1,503.2% | +1,190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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