+290.7%
TSM vs IBN
+56.7%
+234.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.5% |
| 7D | +6.0% | -2.2% | +8.2% | +7.0% |
| 30D | +4.5% | -2.3% | +6.8% | +5.5% |
| 3M | +3.1% | +15.9% | -12.8% | -3.9% |
| 6M | +30.2% | +5.6% | +24.6% | +26.4% |
| YTD | +45.2% | -0.1% | +45.3% | +44.5% |
| 1Y | +79.6% | -6.5% | +86.1% | +83.1% |
| 3Y | +411.0% | +29.3% | +381.7% | +333.9% |
| 5Y | +290.7% | +56.6% | +234.1% | +188.6% |
| All | +290.7% | +56.7% | +234.0% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling