+808.3%
IWM vs TSN
+693.4%
+114.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +0.1% | -6.3% | +6.4% | +1.9% |
| 30D | -1.3% | -10.8% | +9.6% | +1.9% |
| 3M | +1.6% | -8.8% | +10.4% | +3.8% |
| 6M | +13.6% | -16.8% | +30.4% | +18.7% |
| YTD | +20.8% | -10.0% | +30.7% | +23.2% |
| 1Y | +26.4% | -5.3% | +31.7% | +26.8% |
| 3Y | +60.7% | +8.5% | +52.2% | +52.9% |
| 5Y | +38.2% | -22.9% | +61.1% | +43.6% |
| 10Y | +169.5% | -12.6% | +182.1% | +159.1% |
| All | +808.3% | +693.4% | +114.8% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling