+80.5%
TSEM vs IWF
-1.6%
+82.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -9.7% |
| 7D | -23.1% | -4.2% | -19.0% | -14.2% |
| 30D | -40.4% | -8.1% | -32.2% | -25.5% |
| 3M | -37.9% | -5.1% | -32.8% | -27.3% |
| 6M | -30.8% | -1.4% | -29.4% | -24.0% |
| YTD | +26.7% | -0.1% | +26.8% | +38.4% |
| 1Y | +80.5% | -1.3% | +81.7% | +109.2% |
| All | +80.5% | -1.6% | +82.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling