+1,238.7%
TSM vs IR
+322.3%
+916.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.8% |
| 7D | -7.6% | +3.7% | -11.2% | -8.8% |
| 30D | -20.5% | +7.4% | -27.9% | -22.8% |
| 3M | -10.0% | -5.9% | -4.1% | -7.9% |
| 6M | -10.1% | +5.6% | -15.6% | -12.6% |
| YTD | +24.5% | +4.8% | +19.7% | +20.6% |
| 1Y | +31.2% | +6.9% | +24.2% | +25.8% |
| 3Y | +322.0% | +27.6% | +294.4% | +277.6% |
| 5Y | +245.3% | +45.8% | +199.4% | +189.5% |
| All | +1,238.7% | +322.3% | +916.5% | +770.5% |
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