+849.8%
TSEM vs IWD
+203.8%
+646.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -9.5% | +1.6% | -11.1% | -10.9% |
| 30D | -35.5% | +3.6% | -39.1% | -37.8% |
| 3M | -41.6% | +2.0% | -43.6% | -42.8% |
| 6M | -30.1% | +13.1% | -43.1% | -38.3% |
| YTD | +25.7% | +26.2% | -0.5% | -0.1% |
| 1Y | +50.5% | +29.6% | +20.9% | +16.8% |
| 3Y | +501.7% | +84.3% | +417.4% | +240.0% |
| 5Y | +310.9% | +73.4% | +237.5% | +142.6% |
| 10Y | +849.8% | +202.4% | +647.4% | +203.4% |
| All | +849.8% | +203.8% | +646.0% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling