+749.4%
IWD vs TSN
+823.8%
-74.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +3.6% | +11.8% | -8.2% | +0.7% |
| 3M | +2.7% | +7.1% | -4.4% | +0.7% |
| 6M | +13.2% | -9.2% | +22.4% | +15.3% |
| YTD | +26.8% | +4.8% | +22.0% | +24.2% |
| 1Y | +29.3% | +11.6% | +17.6% | +24.5% |
| 3Y | +85.1% | +41.5% | +43.6% | +66.2% |
| 5Y | +74.2% | -15.5% | +89.8% | +76.0% |
| 10Y | +204.6% | +16.9% | +187.7% | +173.3% |
| All | +749.4% | +823.8% | -74.4% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling