+676.6%
TSEM vs IWD
+73.3%
+603.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +8.9% |
| 7D | +6.9% | -0.3% | +7.2% | +7.3% |
| 30D | +5.3% | +0.6% | +4.7% | +4.1% |
| 3M | -14.9% | +7.2% | -22.1% | -24.2% |
| 6M | +80.0% | +16.2% | +63.8% | +42.5% |
| YTD | +89.4% | +23.3% | +66.0% | +37.3% |
| 1Y | +253.1% | +29.6% | +223.5% | +139.6% |
| All | +676.6% | +73.3% | +603.3% | +292.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling