+18.9%
IWM vs TSN
+19.9%
-1.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +1.2% |
| 7D | +1.0% | +8.4% | -7.5% | +0.6% |
| 30D | +0.2% | +16.1% | -15.9% | -0.5% |
| 3M | -5.6% | +3.2% | -8.8% | -5.8% |
| 6M | +2.7% | -11.1% | +13.8% | +4.0% |
| YTD | +16.2% | +5.1% | +11.1% | +14.6% |
| 1Y | +18.9% | +19.4% | -0.5% | +12.9% |
| All | +18.9% | +19.9% | -1.0% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling