+31.2%
TSM vs IR
+5.9%
+25.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.8% |
| 7D | -7.6% | +3.7% | -11.2% | -8.6% |
| 30D | -20.5% | +7.4% | -27.9% | -22.5% |
| 3M | -10.0% | -5.9% | -4.1% | -7.9% |
| 6M | -10.1% | +5.6% | -15.6% | -12.5% |
| YTD | +24.5% | +4.8% | +19.7% | +21.1% |
| 1Y | +31.2% | +6.9% | +24.2% | +28.1% |
| All | +31.2% | +5.9% | +25.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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