+770.9%
IWM vs TSN
+823.8%
-52.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | +1.9% | +11.8% | -9.9% | -1.4% |
| 3M | -5.7% | +7.1% | -12.8% | -7.8% |
| 6M | -0.3% | -9.2% | +8.9% | +1.8% |
| YTD | +15.8% | +4.8% | +11.0% | +12.9% |
| 1Y | +17.1% | +11.6% | +5.4% | +12.0% |
| 3Y | +73.1% | +41.5% | +31.5% | +52.4% |
| 5Y | +25.9% | -15.5% | +41.4% | +27.3% |
| 10Y | +151.9% | +16.9% | +135.1% | +123.5% |
| All | +770.9% | +823.8% | -52.9% | +304.1% |
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 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