+84.4%
TSM vs IGV
-1.8%
+86.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.5% |
| 7D | +2.7% | -4.5% | +7.2% | +4.0% |
| 30D | +3.6% | +3.2% | +0.4% | +2.4% |
| 3M | -3.4% | +4.5% | -7.9% | -4.6% |
| 6M | +20.6% | +22.1% | -1.5% | +13.0% |
| YTD | +41.9% | -1.0% | +42.9% | +55.2% |
| 1Y | +84.4% | -2.1% | +86.5% | +118.4% |
| All | +84.4% | -1.8% | +86.2% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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