+1,301.0%
TSEM vs IWD
+195.2%
+1,105.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | +10.4% | -0.2% | +10.6% | +10.6% |
| 30D | -12.9% | -0.8% | -12.2% | -12.4% |
| 3M | -9.2% | +8.0% | -17.2% | -16.3% |
| 6M | +98.8% | +18.2% | +80.6% | +68.7% |
| YTD | +87.2% | +22.3% | +64.9% | +53.7% |
| 1Y | +239.0% | +28.9% | +210.1% | +165.2% |
| 3Y | +679.5% | +71.5% | +608.0% | +372.4% |
| 5Y | +667.3% | +73.6% | +593.7% | +353.5% |
| 10Y | +1,301.0% | +194.7% | +1,106.3% | +404.4% |
| All | +1,301.0% | +195.2% | +1,105.9% | +404.4% |
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