+3,734.3%
TSM vs IBN
+1,532.9%
+2,201.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +3.6% | -0.3% | +3.9% | +3.7% |
| 3M | -3.4% | +17.1% | -20.5% | -8.0% |
| 6M | +20.6% | +3.4% | +17.2% | +19.3% |
| YTD | +41.9% | +2.5% | +39.3% | +40.7% |
| 1Y | +84.4% | -4.2% | +88.5% | +86.0% |
| 3Y | +380.2% | +32.4% | +347.8% | +335.9% |
| 5Y | +275.3% | +59.2% | +216.1% | +221.1% |
| 10Y | +1,751.4% | +345.7% | +1,405.7% | +983.5% |
| All | +3,734.3% | +1,532.9% | +2,201.4% | +928.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling