+13,634.3%
TSM vs IP
+91.0%
+13,543.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.0% |
| 7D | +2.7% | -5.3% | +8.0% | +4.8% |
| 30D | +3.6% | -10.9% | +14.5% | +8.0% |
| 3M | -3.4% | +11.2% | -14.5% | -8.4% |
| 6M | +20.6% | -10.2% | +30.8% | +23.0% |
| YTD | +41.9% | -2.0% | +43.9% | +39.1% |
| 1Y | +84.4% | -19.1% | +103.5% | +92.7% |
| 3Y | +380.2% | +20.9% | +359.4% | +309.9% |
| 5Y | +275.3% | -17.8% | +293.1% | +267.8% |
| 10Y | +1,751.4% | +23.5% | +1,727.9% | +1,338.0% |
| All | +13,634.3% | +91.0% | +13,543.3% | +7,388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling