-21.2%
TSEM vs IWD
+726.5%
-747.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +8.5% |
| 7D | +6.9% | -0.3% | +7.2% | +7.1% |
| 30D | +5.3% | +0.6% | +4.7% | +4.7% |
| 3M | -14.9% | +7.2% | -22.1% | -20.1% |
| 6M | +80.0% | +16.2% | +63.8% | +58.5% |
| YTD | +89.4% | +23.3% | +66.0% | +58.0% |
| 1Y | +253.1% | +29.6% | +223.5% | +183.0% |
| 3Y | +642.1% | +70.5% | +571.7% | +374.6% |
| 5Y | +659.1% | +73.5% | +585.6% | +371.1% |
| 10Y | +1,291.4% | +198.3% | +1,093.1% | +445.7% |
| All | -21.2% | +726.5% | -747.7% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling