+36.0%
TSM vs IRE
-97.7%
+133.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.8% | +17.8% | +3.7% |
| 7D | -2.1% | -41.9% | +39.8% | +2.1% |
| 30D | -12.5% | -75.1% | +62.5% | -2.4% |
| 3M | -5.0% | -82.4% | +77.4% | +8.0% |
| 6M | -3.2% | -95.5% | +92.3% | +17.6% |
| YTD | +31.5% | -93.1% | +124.5% | +46.9% |
| 1Y | +35.7% | -97.8% | +133.5% | +56.3% |
| All | +36.0% | -97.7% | +133.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling