+1,815.4%
TSM vs IGV
+356.9%
+1,458.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +4.8% | -1.5% | +6.3% | +5.7% |
| 30D | +4.0% | -3.0% | +7.1% | +5.6% |
| 3M | +2.0% | +9.6% | -7.6% | -5.9% |
| 6M | +25.5% | +16.1% | +9.4% | +9.3% |
| YTD | +44.0% | -3.6% | +47.6% | +42.9% |
| 1Y | +75.4% | -7.8% | +83.3% | +80.5% |
| 3Y | +406.7% | +40.0% | +366.8% | +283.3% |
| 5Y | +285.0% | +21.2% | +263.8% | +215.1% |
| 10Y | +1,815.4% | +364.4% | +1,451.0% | +436.2% |
| All | +1,815.4% | +356.9% | +1,458.5% | +436.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling