+253.1%
TSEM vs IWD
+30.5%
+222.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +9.3% |
| 7D | +6.9% | -0.3% | +7.2% | +7.4% |
| 30D | +5.3% | +0.6% | +4.7% | +3.5% |
| 3M | -14.9% | +7.2% | -22.1% | -28.3% |
| 6M | +80.0% | +16.2% | +63.8% | +25.1% |
| YTD | +89.4% | +23.3% | +66.0% | +17.4% |
| 1Y | +253.1% | +29.6% | +223.5% | +108.1% |
| All | +253.1% | +30.5% | +222.6% | +108.1% |
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