+144.3%
IWM vs TSN
+15.3%
+129.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.8% | -1.4% | +4.2% | +3.2% |
| 30D | +0.6% | +10.2% | -9.5% | -2.5% |
| 3M | -7.8% | +7.2% | -15.0% | -10.0% |
| 6M | -1.0% | -10.6% | +9.6% | +2.0% |
| YTD | +13.9% | +3.7% | +10.2% | +11.0% |
| 1Y | +15.4% | +13.5% | +2.0% | +9.0% |
| 3Y | +70.2% | +40.1% | +30.1% | +46.4% |
| 5Y | +23.7% | -14.5% | +38.1% | +25.0% |
| All | +144.3% | +15.3% | +129.0% | +112.8% |
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