+36.8%
TSM vs IRE
-98.1%
+134.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.4% | +12.7% | -0.1% |
| 7D | +6.2% | -31.8% | +38.0% | +10.2% |
| 30D | -7.3% | -71.8% | +64.5% | +2.5% |
| 3M | -7.1% | -88.9% | +81.8% | +10.5% |
| 6M | +0.2% | -95.4% | +95.6% | +22.1% |
| YTD | +32.2% | -94.2% | +126.5% | +50.4% |
| 1Y | +42.8% | -97.1% | +139.9% | +64.5% |
| All | +36.8% | -98.1% | +134.9% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling