+2,974.1%
TSM vs IQV
+492.3%
+2,481.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.5% | +3.5% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | +4.5% | +8.6% | -4.1% | +1.2% |
| 3M | +3.1% | +41.1% | -38.0% | -11.2% |
| 6M | +30.2% | +48.6% | -18.3% | +8.8% |
| YTD | +45.2% | +15.0% | +30.2% | +33.1% |
| 1Y | +79.6% | +38.1% | +41.4% | +51.7% |
| 3Y | +411.0% | +21.4% | +389.6% | +339.3% |
| 5Y | +290.7% | -1.0% | +291.7% | +259.7% |
| 10Y | +1,753.6% | +233.0% | +1,520.6% | +942.6% |
| All | +2,974.1% | +492.3% | +2,481.8% | +1,485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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