+1,410.4%
TSM vs IP
+26.3%
+1,384.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | -7.6% | -5.1% | -2.5% | -6.0% |
| 30D | -20.5% | +8.5% | -29.0% | -22.6% |
| 3M | -10.0% | -13.8% | +3.8% | -6.1% |
| 6M | -10.1% | +5.7% | -15.8% | -13.0% |
| YTD | +24.5% | -9.1% | +33.6% | +25.2% |
| 1Y | +31.2% | -0.8% | +32.0% | +27.8% |
| 3Y | +322.0% | +14.8% | +307.2% | +271.6% |
| 5Y | +245.3% | -11.5% | +256.8% | +230.7% |
| All | +1,410.4% | +26.3% | +1,384.1% | +1,486.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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