+239.0%
TSEM vs IWD
+28.8%
+210.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | +0.7% |
| 7D | +10.4% | -0.2% | +10.6% | +10.6% |
| 30D | -12.9% | -0.8% | -12.2% | -11.8% |
| 3M | -9.2% | +8.0% | -17.2% | -25.4% |
| 6M | +98.8% | +18.2% | +80.6% | +34.0% |
| YTD | +87.2% | +22.3% | +64.9% | +18.1% |
| 1Y | +239.0% | +28.9% | +210.1% | +105.2% |
| All | +239.0% | +28.8% | +210.2% | +105.2% |
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