+43.5%
TSM vs IGV
-7.9%
+51.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.7% |
| 7D | +4.4% | -1.3% | +5.7% | +4.9% |
| 30D | -7.0% | -8.1% | +1.2% | -5.0% |
| 3M | -1.8% | -1.6% | -0.2% | -1.2% |
| 6M | +2.7% | +12.7% | -10.1% | +0.4% |
| YTD | +37.1% | -3.3% | +40.3% | +45.8% |
| 1Y | +43.5% | -7.9% | +51.4% | +58.9% |
| All | +43.5% | -7.9% | +51.4% | +58.9% |
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