+1,641.8%
TSM vs IGV
+366.7%
+1,275.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +2.9% |
| 7D | +4.4% | -1.3% | +5.7% | +5.7% |
| 30D | -7.0% | -8.1% | +1.2% | -1.1% |
| 3M | -1.8% | -1.6% | -0.2% | -1.5% |
| 6M | +2.7% | +12.7% | -10.1% | -7.8% |
| YTD | +37.1% | -3.3% | +40.3% | +35.5% |
| 1Y | +43.5% | -7.9% | +51.4% | +47.3% |
| 3Y | +341.5% | +40.3% | +301.2% | +233.2% |
| 5Y | +278.9% | +17.3% | +261.6% | +217.7% |
| 10Y | +1,641.8% | +362.3% | +1,279.5% | +422.6% |
| All | +1,641.8% | +366.7% | +1,275.1% | +422.6% |
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