+341.5%
TSM vs IGV
+40.9%
+300.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +1.8% |
| 7D | -2.5% | -0.4% | -2.1% | -2.0% |
| 30D | -14.3% | -9.9% | -4.3% | -8.2% |
| 3M | -7.2% | -1.2% | -6.0% | -7.2% |
| 6M | -5.1% | +11.3% | -16.5% | -13.8% |
| YTD | +28.9% | -4.0% | +32.9% | +33.0% |
| 1Y | +37.1% | -7.3% | +44.4% | +46.4% |
| 3Y | +341.5% | +42.8% | +298.7% | +195.3% |
| All | +341.5% | +40.9% | +300.5% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling