+786.5%
TSEM vs IWF
+383.8%
+402.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -5.7% |
| 7D | +7.0% | +2.8% | +4.1% | +4.2% |
| 30D | -29.8% | -7.5% | -22.2% | -22.2% |
| 3M | -41.9% | -8.5% | -33.4% | -34.4% |
| 6M | -45.8% | -7.4% | -38.3% | -38.6% |
| YTD | +25.1% | -2.6% | +27.7% | +35.6% |
| 1Y | +48.2% | -1.8% | +50.1% | +59.9% |
| 3Y | +476.5% | +65.5% | +411.0% | +294.5% |
| 5Y | +301.4% | +55.8% | +245.6% | +188.5% |
| All | +786.5% | +383.8% | +402.7% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling