+1,643.1%
TSM vs IVV
+309.2%
+1,333.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +6.2% | +2.6% | +3.6% | +3.1% |
| 30D | -7.3% | -2.0% | -5.3% | -4.5% |
| 3M | -7.1% | -2.8% | -4.4% | -3.3% |
| 6M | +0.2% | +2.2% | -1.9% | -0.8% |
| YTD | +32.2% | +11.5% | +20.7% | +19.0% |
| 1Y | +42.8% | +13.5% | +29.3% | +26.1% |
| 3Y | +330.4% | +78.1% | +252.3% | +139.8% |
| 5Y | +263.9% | +73.1% | +190.8% | +110.5% |
| All | +1,643.1% | +309.2% | +1,333.8% | +315.7% |
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