+763.2%
IWM vs TSN
+830.3%
-67.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | +0.3% | +5.8% | -5.6% | -1.4% |
| 30D | +0.6% | +12.8% | -12.3% | -2.9% |
| 3M | -6.2% | +6.5% | -12.7% | -8.1% |
| 6M | -0.8% | -10.3% | +9.5% | +1.7% |
| YTD | +14.8% | +5.5% | +9.2% | +11.7% |
| 1Y | +16.1% | +15.8% | +0.4% | +9.9% |
| 3Y | +71.5% | +42.5% | +29.0% | +50.8% |
| 5Y | +25.8% | -14.3% | +40.1% | +26.7% |
| 10Y | +155.4% | +18.2% | +137.2% | +125.9% |
| All | +763.2% | +830.3% | -67.1% | +299.7% |
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