+165.3%
IWM vs TSN
-5.9%
+171.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -2.5% | +1.4% | -3.9% | -3.0% |
| 30D | -4.4% | -6.2% | +1.8% | -2.7% |
| 3M | +2.2% | -5.7% | +7.9% | +3.7% |
| 6M | +14.0% | -11.4% | +25.4% | +17.3% |
| YTD | +17.4% | -8.2% | +25.5% | +19.0% |
| 1Y | +22.9% | -2.0% | +25.0% | +21.7% |
| 3Y | +62.1% | +11.9% | +50.2% | +50.6% |
| 5Y | +38.2% | -17.8% | +55.9% | +40.9% |
| All | +165.3% | -5.9% | +171.1% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling