+36.0%
TSM vs IRE
-97.6%
+133.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -23.2% | +21.0% | +0.2% |
| 7D | -10.0% | -46.8% | +36.9% | -4.8% |
| 30D | -18.5% | -75.5% | +57.0% | -8.0% |
| 3M | -4.9% | -79.4% | +74.5% | +7.5% |
| 6M | -1.0% | -91.3% | +90.3% | +14.7% |
| YTD | +31.3% | -90.8% | +122.1% | +44.3% |
| 1Y | +36.0% | -97.7% | +133.7% | +55.2% |
| All | +36.0% | -97.6% | +133.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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