+667.3%
TSEM vs IWD
+73.8%
+593.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.2% |
| 7D | +10.4% | -0.2% | +10.6% | +10.6% |
| 30D | -12.9% | -0.8% | -12.2% | -12.3% |
| 3M | -9.2% | +8.0% | -17.2% | -16.8% |
| 6M | +98.8% | +18.2% | +80.6% | +67.2% |
| YTD | +87.2% | +22.3% | +64.9% | +52.3% |
| 1Y | +239.0% | +28.9% | +210.1% | +163.2% |
| 3Y | +679.5% | +71.5% | +608.0% | +391.4% |
| 5Y | +667.3% | +73.6% | +593.7% | +395.2% |
| All | +667.3% | +73.8% | +593.4% | +395.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling