+24.0%
IWM vs TSN
-3.8%
+27.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -1.1% | -7.3% | +6.1% | -0.9% |
| 30D | -3.1% | -8.6% | +5.5% | -2.8% |
| 3M | +2.2% | -7.5% | +9.7% | +2.5% |
| 6M | +15.1% | -14.1% | +29.2% | +15.5% |
| YTD | +18.6% | -9.4% | +28.0% | +18.2% |
| 1Y | +24.0% | -4.1% | +28.1% | +22.4% |
| All | +24.0% | -3.8% | +27.8% | +22.4% |
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