+290.7%
TSM vs IGV
+21.2%
+269.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.6% |
| 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% | -3.1% |
| 6M | +30.2% | +16.7% | +13.5% | +13.7% |
| YTD | +45.2% | -2.8% | +48.1% | +44.6% |
| 1Y | +79.6% | -6.7% | +86.2% | +84.9% |
| 3Y | +411.0% | +41.1% | +369.9% | +288.3% |
| 5Y | +290.7% | +22.0% | +268.7% | +200.0% |
| All | +290.7% | +21.2% | +269.5% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling