+75.4%
TSM vs IGV
-7.7%
+83.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +4.8% | -1.5% | +6.3% | +5.1% |
| 30D | +4.0% | -3.0% | +7.1% | +4.7% |
| 3M | +2.0% | +9.6% | -7.6% | -1.1% |
| 6M | +25.5% | +16.1% | +9.4% | +19.9% |
| YTD | +44.0% | -3.6% | +47.6% | +58.4% |
| 1Y | +75.4% | -7.8% | +83.3% | +109.1% |
| All | +75.4% | -7.7% | +83.1% | +109.1% |
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