+726.5%
IWD vs TSN
+693.4%
+33.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.3% | -6.3% | +6.0% | +1.2% |
| 30D | +0.6% | -10.8% | +11.4% | +3.3% |
| 3M | +7.2% | -8.8% | +16.0% | +9.3% |
| 6M | +16.2% | -16.8% | +33.0% | +20.8% |
| YTD | +23.3% | -10.0% | +33.3% | +25.5% |
| 1Y | +29.6% | -5.3% | +34.8% | +29.9% |
| 3Y | +70.5% | +8.5% | +61.9% | +63.5% |
| 5Y | +73.5% | -22.9% | +96.4% | +79.2% |
| 10Y | +198.3% | -12.6% | +211.0% | +187.0% |
| All | +726.5% | +693.4% | +33.1% | +342.7% |
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