+341.5%
TSM vs IBN
+56.2%
+285.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.1% |
| 7D | -2.5% | +14.6% | -17.1% | -5.9% |
| 30D | -14.3% | +23.5% | -37.8% | -19.3% |
| 3M | -7.2% | +14.0% | -21.2% | -10.5% |
| 6M | -5.1% | +31.1% | -36.3% | -12.6% |
| YTD | +28.9% | +16.6% | +12.3% | +22.4% |
| 1Y | +37.1% | +14.9% | +22.2% | +30.6% |
| 3Y | +341.5% | +56.9% | +284.6% | +306.5% |
| All | +341.5% | +56.2% | +285.3% | +306.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling