+671.1%
IWF vs TSN
+807.6%
-136.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +2.8% | -1.4% | +4.3% | +3.1% |
| 30D | -7.5% | +8.5% | -16.0% | -9.3% |
| 3M | -8.5% | +5.3% | -13.8% | -9.7% |
| 6M | -7.4% | -10.5% | +3.1% | -5.7% |
| YTD | -2.6% | +3.0% | -5.6% | -4.2% |
| 1Y | -1.8% | +12.1% | -14.0% | -5.3% |
| 3Y | +65.5% | +43.1% | +22.3% | +48.9% |
| 5Y | +55.8% | -15.1% | +70.9% | +56.4% |
| 10Y | +384.9% | +14.8% | +370.1% | +336.2% |
| All | +671.1% | +807.6% | -136.5% | +307.9% |
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