+727.5%
IWF vs TSN
+693.4%
+34.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +0.5% | -6.3% | +6.9% | +1.9% |
| 30D | -0.4% | -10.8% | +10.4% | +2.0% |
| 3M | -2.6% | -8.8% | +6.1% | -1.1% |
| 6M | +9.1% | -16.8% | +26.0% | +12.8% |
| YTD | +4.5% | -10.0% | +14.5% | +6.0% |
| 1Y | +10.1% | -5.3% | +15.3% | +10.2% |
| 3Y | +77.6% | +8.5% | +69.1% | +70.0% |
| 5Y | +73.7% | -22.9% | +96.6% | +78.0% |
| 10Y | +411.5% | -12.6% | +424.2% | +388.5% |
| All | +727.5% | +693.4% | +34.1% | +351.3% |
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