+21.5%
TSM vs IP
-1.7%
+23.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.8% | -10.1% |
| 7D | -18.2% | -5.0% | -13.3% | -17.5% |
| 30D | -26.8% | +6.5% | -33.3% | -27.6% |
| 3M | -14.5% | -18.0% | +3.6% | -11.5% |
| 6M | -10.0% | +10.3% | -20.3% | -13.2% |
| YTD | +17.1% | -9.9% | +27.0% | +20.0% |
| 1Y | +21.5% | -1.1% | +22.6% | +25.0% |
| All | +21.5% | -1.7% | +23.2% | +25.0% |
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