+39.1%
IWM vs TSN
-22.4%
+61.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +0.1% | -6.3% | +6.4% | +1.6% |
| 30D | -1.3% | -10.8% | +9.6% | +1.5% |
| 3M | +1.6% | -8.8% | +10.4% | +3.5% |
| 6M | +13.6% | -16.8% | +30.4% | +18.1% |
| YTD | +20.8% | -10.0% | +30.7% | +22.6% |
| 1Y | +26.4% | -5.3% | +31.7% | +26.1% |
| 3Y | +60.7% | +8.5% | +52.2% | +49.9% |
| All | +39.1% | -22.4% | +61.5% | +46.1% |
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 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