+28.8%
TSM vs IRE
-97.2%
+126.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +39.6% | -33.3% | +2.1% |
| 7D | -7.6% | -27.2% | +19.6% | -6.1% |
| 30D | -20.5% | -75.1% | +54.6% | -11.3% |
| 3M | -10.0% | -77.9% | +67.9% | -0.1% |
| 6M | -10.1% | -94.6% | +84.5% | +7.1% |
| YTD | +24.5% | -91.5% | +116.1% | +36.5% |
| 1Y | +31.2% | -97.8% | +129.0% | +49.5% |
| All | +28.8% | -97.2% | +126.1% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling