+66.0%
IWM vs TSN
+13.0%
+53.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.7% |
| 7D | +1.4% | -5.0% | +6.5% | +2.2% |
| 30D | -2.3% | -9.1% | +6.8% | -0.8% |
| 3M | +4.0% | -7.4% | +11.4% | +5.1% |
| 6M | +17.9% | -13.4% | +31.3% | +20.2% |
| YTD | +20.2% | -8.5% | +28.7% | +20.8% |
| 1Y | +25.0% | -3.2% | +28.2% | +23.7% |
| 3Y | +66.0% | +11.5% | +54.5% | +44.1% |
| All | +66.0% | +13.0% | +53.0% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling