+79.6%
TSM vs IR
-7.1%
+86.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | +4.5% | -13.6% | +18.1% | +10.1% |
| 3M | +3.1% | +3.7% | -0.6% | +0.8% |
| 6M | +30.2% | -13.1% | +43.3% | +34.4% |
| YTD | +45.2% | -5.1% | +50.3% | +46.2% |
| 1Y | +79.6% | -6.5% | +86.0% | +86.6% |
| All | +79.6% | -7.1% | +86.7% | +86.6% |
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