+181.2%
TSCO vs IWF
+422.7%
-241.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -5.7% | -0.9% | -4.7% | -5.1% |
| 30D | -8.8% | -1.7% | -7.0% | -7.9% |
| 3M | +6.3% | +0.7% | +5.7% | +5.4% |
| 6M | -32.3% | +8.6% | -40.8% | -36.0% |
| YTD | -32.7% | +3.5% | -36.2% | -34.7% |
| 1Y | -43.7% | +7.0% | -50.7% | -46.6% |
| 3Y | -19.7% | +76.3% | -96.0% | -46.2% |
| 5Y | -11.6% | +74.8% | -86.4% | -41.6% |
| All | +181.2% | +422.7% | -241.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling