+786.5%
TSEM vs IWD
+203.0%
+583.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.2% |
| 7D | +7.0% | +2.3% | +4.7% | +4.6% |
| 30D | -29.8% | +3.6% | -33.4% | -32.3% |
| 3M | -41.9% | +2.2% | -44.1% | -43.2% |
| 6M | -45.8% | +13.0% | -58.7% | -52.1% |
| YTD | +25.1% | +26.5% | -1.4% | -0.8% |
| 1Y | +48.2% | +30.1% | +18.1% | +14.5% |
| 3Y | +476.5% | +84.9% | +391.6% | +224.8% |
| 5Y | +301.4% | +73.4% | +228.1% | +137.2% |
| All | +786.5% | +203.0% | +583.5% | +174.3% |
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