+42.8%
TSM vs IP
-5.8%
+48.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | +6.2% | -0.3% | +6.5% | +6.2% |
| 30D | -7.3% | +7.9% | -15.2% | -8.6% |
| 3M | -7.1% | -15.3% | +8.2% | -4.3% |
| 6M | +0.2% | +10.5% | -10.3% | -3.5% |
| YTD | +32.2% | -9.4% | +41.6% | +35.6% |
| 1Y | +42.8% | -4.6% | +47.4% | +45.8% |
| All | +42.8% | -5.8% | +48.6% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling