+330.4%
TSM vs IR
+25.2%
+305.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +6.2% | +2.5% | +3.7% | +4.8% |
| 30D | -7.3% | +9.2% | -16.4% | -11.4% |
| 3M | -7.1% | +0.9% | -8.1% | -7.8% |
| 6M | +0.2% | +19.2% | -19.0% | -9.7% |
| YTD | +32.2% | +7.5% | +24.8% | +24.0% |
| 1Y | +42.8% | +11.7% | +31.1% | +30.5% |
| 3Y | +330.4% | +23.9% | +306.5% | +268.8% |
| All | +330.4% | +25.2% | +305.2% | +268.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling