+42.8%
TSM vs IVV
+12.1%
+30.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -0.8% |
| 7D | +6.2% | +2.6% | +3.6% | +0.6% |
| 30D | -7.3% | -2.0% | -5.3% | -2.4% |
| 3M | -7.1% | -2.8% | -4.4% | -0.5% |
| 6M | +0.2% | +2.2% | -1.9% | -2.8% |
| YTD | +32.2% | +11.5% | +20.7% | +8.9% |
| 1Y | +42.8% | +13.5% | +29.3% | +14.1% |
| All | +42.8% | +12.1% | +30.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling