+20.0%
IWM vs TSN
-14.6%
+34.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.0% | +4.6% | -6.7% | -3.1% |
| 30D | -1.5% | +15.4% | -16.9% | -4.9% |
| 3M | -8.0% | +2.9% | -10.9% | -8.8% |
| 6M | -4.1% | -10.8% | +6.7% | -1.5% |
| YTD | +11.9% | +4.5% | +7.5% | +9.4% |
| 1Y | +15.0% | +19.5% | -4.5% | +7.8% |
| 3Y | +64.2% | +42.2% | +22.0% | +41.8% |
| All | +20.0% | -14.6% | +34.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling