-21.2%
TSEM vs IWF
+727.1%
-748.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | +0.5% | +6.4% | +6.3% |
| 30D | +5.3% | -0.4% | +5.7% | +6.0% |
| 3M | -14.9% | -2.6% | -12.3% | -11.1% |
| 6M | +80.0% | +9.1% | +70.9% | +69.0% |
| YTD | +89.4% | +4.5% | +84.9% | +85.9% |
| 1Y | +253.1% | +10.1% | +243.0% | +232.3% |
| 3Y | +642.1% | +77.6% | +564.5% | +347.7% |
| 5Y | +659.1% | +73.7% | +585.4% | +347.5% |
| 10Y | +1,291.4% | +411.5% | +879.8% | +182.5% |
| All | -21.2% | +727.1% | -748.3% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling