+80.5%
TSEM vs IWD
+33.0%
+47.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.6% | -11.3% | -14.1% |
| 7D | -23.1% | +2.5% | -25.7% | -27.4% |
| 30D | -40.4% | +6.0% | -46.3% | -48.2% |
| 3M | -37.9% | +3.8% | -41.6% | -43.3% |
| 6M | -30.8% | +16.3% | -47.1% | -53.4% |
| YTD | +26.7% | +27.5% | -0.7% | -33.4% |
| 1Y | +80.5% | +32.8% | +47.7% | -16.9% |
| All | +80.5% | +33.0% | +47.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling