+73.4%
IWD vs TSN
-13.7%
+87.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.6% | +5.8% | -4.3% | +0.3% |
| 30D | +3.6% | +12.8% | -9.3% | +0.9% |
| 3M | +2.0% | +6.5% | -4.4% | +0.5% |
| 6M | +13.1% | -10.3% | +23.3% | +15.5% |
| YTD | +26.2% | +5.5% | +20.7% | +23.6% |
| 1Y | +29.6% | +15.8% | +13.8% | +23.7% |
| 3Y | +84.3% | +42.5% | +41.8% | +64.2% |
| 5Y | +73.4% | -14.3% | +87.8% | +77.8% |
| All | +73.4% | -13.7% | +87.2% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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