+763.2%
IWM vs TSEM
-47.9%
+811.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | +0.3% | -9.5% | +9.8% | +1.5% |
| 30D | +0.6% | -35.5% | +36.1% | +6.2% |
| 3M | -6.2% | -41.6% | +35.3% | -0.1% |
| 6M | -0.8% | -30.1% | +29.3% | +1.0% |
| YTD | +14.8% | +25.7% | -10.9% | +6.2% |
| 1Y | +16.1% | +50.5% | -34.3% | +4.5% |
| 3Y | +71.5% | +501.7% | -430.2% | +24.8% |
| 5Y | +25.8% | +310.9% | -285.2% | -4.8% |
| 10Y | +155.4% | +849.8% | -694.4% | +69.9% |
| All | +763.2% | -47.9% | +811.0% | +535.2% |
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