+409.4%
IWF vs TSN
-5.9%
+415.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -1.8% | -6.2% | +4.3% | -0.8% |
| 3M | +1.5% | -5.7% | +7.1% | +2.2% |
| 6M | +7.7% | -11.4% | +19.1% | +9.5% |
| YTD | +2.7% | -8.2% | +10.9% | +3.5% |
| 1Y | +6.8% | -2.0% | +8.8% | +6.0% |
| 3Y | +76.9% | +11.9% | +65.0% | +67.7% |
| 5Y | +73.4% | -17.8% | +91.2% | +75.9% |
| All | +409.4% | -5.9% | +415.3% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling