+411.0%
TSM vs IGV
+40.9%
+370.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.5% |
| 7D | +6.0% | -3.3% | +9.4% | +8.2% |
| 30D | +4.5% | 0.0% | +4.5% | +3.8% |
| 3M | +3.1% | +7.3% | -4.2% | -3.0% |
| 6M | +30.2% | +16.7% | +13.5% | +13.6% |
| YTD | +45.2% | -2.8% | +48.1% | +48.4% |
| 1Y | +79.6% | -6.7% | +86.2% | +90.9% |
| 3Y | +411.0% | +41.1% | +369.9% | +259.6% |
| All | +411.0% | +40.9% | +370.1% | +259.6% |
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 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