+808.3%
IWM vs TSEM
-21.5%
+829.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | -0.8% |
| 7D | +0.1% | +6.9% | -6.8% | -0.9% |
| 30D | -1.3% | +5.3% | -6.6% | -2.3% |
| 3M | +1.6% | -14.9% | +16.5% | +2.3% |
| 6M | +13.6% | +80.0% | -66.5% | +1.5% |
| YTD | +20.8% | +89.4% | -68.6% | +6.6% |
| 1Y | +26.4% | +253.1% | -226.7% | +1.6% |
| 3Y | +60.7% | +642.1% | -581.4% | +14.5% |
| 5Y | +38.2% | +659.1% | -620.9% | -3.0% |
| 10Y | +169.5% | +1,291.4% | -1,121.9% | +71.5% |
| All | +808.3% | -21.5% | +829.7% | +537.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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