+476.5%
TSEM vs IWD
+85.1%
+391.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.3% |
| 7D | +7.0% | +2.3% | +4.7% | +3.3% |
| 30D | -29.8% | +3.6% | -33.4% | -33.7% |
| 3M | -41.9% | +2.2% | -44.1% | -44.0% |
| 6M | -45.8% | +13.0% | -58.7% | -55.7% |
| YTD | +25.1% | +26.5% | -1.4% | -14.0% |
| 1Y | +48.2% | +30.1% | +18.1% | -2.2% |
| 3Y | +476.5% | +84.9% | +391.6% | +138.7% |
| All | +476.5% | +85.1% | +391.3% | +138.7% |
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