+1,502.2%
TSM vs IVV
+317.7%
+1,184.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +0.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.3% |
| 30D | -14.3% | -3.3% | -11.0% | -10.3% |
| 3M | -7.2% | -2.4% | -4.9% | -3.9% |
| 6M | -5.1% | +2.6% | -7.7% | -6.6% |
| YTD | +28.9% | +11.3% | +17.6% | +16.3% |
| 1Y | +37.1% | +13.4% | +23.6% | +21.1% |
| 3Y | +341.5% | +80.3% | +261.2% | +143.0% |
| 5Y | +245.7% | +72.7% | +173.0% | +100.5% |
| 10Y | +1,502.2% | +309.6% | +1,192.6% | +287.0% |
| All | +1,502.2% | +317.7% | +1,184.6% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling