+273.1%
TSM vs IP
-17.2%
+290.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | +2.7% | -5.3% | +8.0% | +4.1% |
| 30D | +3.6% | -10.9% | +14.5% | +6.6% |
| 3M | -3.4% | +11.2% | -14.5% | -7.0% |
| 6M | +20.6% | -10.2% | +30.8% | +22.5% |
| YTD | +41.9% | -2.0% | +43.9% | +40.3% |
| 1Y | +84.4% | -19.1% | +103.5% | +91.5% |
| 3Y | +380.2% | +20.9% | +359.4% | +324.3% |
| All | +273.1% | -17.2% | +290.3% | +251.8% |
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 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