+644.7%
TSEM vs IWF
+72.9%
+571.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | +4.7% | +0.5% | +4.2% | +4.2% |
| 30D | -14.2% | -1.4% | -12.9% | -12.9% |
| 3M | -5.0% | +0.4% | -5.5% | -4.2% |
| 6M | +87.6% | +8.5% | +79.1% | +77.9% |
| YTD | +84.4% | +3.7% | +80.8% | +82.2% |
| 1Y | +235.4% | +8.5% | +226.9% | +222.2% |
| 3Y | +668.0% | +78.5% | +589.5% | +444.4% |
| 5Y | +644.7% | +73.6% | +571.1% | +490.0% |
| All | +644.7% | +72.9% | +571.9% | +490.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling