+224.7%
TSM vs IP
-12.5%
+237.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.8% | -9.8% |
| 7D | -18.2% | -5.0% | -13.3% | -17.1% |
| 30D | -26.8% | +6.5% | -33.3% | -28.1% |
| 3M | -14.5% | -18.0% | +3.6% | -10.2% |
| 6M | -10.0% | +10.3% | -20.3% | -13.6% |
| YTD | +17.1% | -9.9% | +27.0% | +18.1% |
| 1Y | +21.5% | -1.1% | +22.6% | +18.9% |
| 3Y | +300.4% | +13.0% | +287.4% | +255.4% |
| 5Y | +224.7% | -12.3% | +237.0% | +217.2% |
| All | +224.7% | -12.5% | +237.2% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling