+1,709.2%
TSM vs IVV
+315.6%
+1,393.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | -3.4% | +2.0% | -5.4% | -4.9% |
| 6M | +20.6% | +13.0% | +7.6% | +5.8% |
| YTD | +41.9% | +13.6% | +28.3% | +24.1% |
| 1Y | +84.4% | +20.1% | +64.3% | +52.0% |
| 3Y | +380.2% | +77.6% | +302.6% | +166.0% |
| 5Y | +275.3% | +82.5% | +192.9% | +103.8% |
| All | +1,709.2% | +315.6% | +1,393.6% | +317.4% |
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