+1,425.3%
TSM vs IR
+288.5%
+1,136.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.3% |
| 7D | +2.7% | -2.8% | +5.6% | +3.9% |
| 30D | +3.6% | -15.1% | +18.7% | +10.6% |
| 3M | -3.4% | +6.1% | -9.4% | -6.1% |
| 6M | +20.6% | -16.8% | +37.4% | +29.0% |
| YTD | +41.9% | -3.5% | +45.4% | +42.3% |
| 1Y | +84.4% | -3.5% | +87.9% | +84.2% |
| 3Y | +380.2% | +9.5% | +370.7% | +355.5% |
| 5Y | +275.3% | +45.1% | +230.2% | +217.9% |
| All | +1,425.3% | +288.5% | +1,136.8% | +926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling