+8,620.7%
TSM vs IGV
+970.9%
+7,649.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +4.7% |
| 7D | +2.7% | -4.5% | +7.2% | +6.4% |
| 30D | +3.6% | +3.2% | +0.4% | -0.1% |
| 3M | -3.4% | +4.5% | -7.9% | -8.5% |
| 6M | +20.6% | +22.1% | -1.5% | -2.1% |
| YTD | +41.9% | -1.0% | +42.9% | +36.1% |
| 1Y | +84.4% | -2.1% | +86.5% | +78.8% |
| 3Y | +380.2% | +44.6% | +335.6% | +233.0% |
| 5Y | +275.3% | +22.2% | +253.2% | +190.0% |
| 10Y | +1,751.4% | +364.7% | +1,386.7% | +303.5% |
| All | +8,620.7% | +970.9% | +7,649.8% | +611.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling