+471.3%
TSEM vs IWD
+78.7%
+392.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.4% |
| 7D | -17.5% | -0.5% | -17.0% | -17.0% |
| 30D | -44.7% | +2.7% | -47.3% | -47.2% |
| 3M | -38.9% | +0.9% | -39.8% | -40.0% |
| 6M | -36.7% | +10.5% | -47.2% | -46.5% |
| YTD | +17.0% | +23.7% | -6.7% | -16.7% |
| 1Y | +62.8% | +28.7% | +34.1% | +9.8% |
| 3Y | +471.3% | +79.7% | +391.6% | +153.2% |
| All | +471.3% | +78.7% | +392.6% | +153.2% |
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 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