+278.9%
TSM vs IVV
+75.1%
+203.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +2.4% |
| 7D | +4.4% | -0.9% | +5.4% | +6.3% |
| 30D | -7.0% | -2.3% | -4.6% | -3.1% |
| 3M | -1.8% | -1.2% | -0.6% | +0.5% |
| 6M | +2.7% | +3.3% | -0.6% | -0.4% |
| YTD | +37.1% | +12.3% | +24.8% | +19.3% |
| 1Y | +43.5% | +12.5% | +30.9% | +24.7% |
| 3Y | +341.5% | +79.2% | +262.3% | +121.0% |
| 5Y | +278.9% | +75.6% | +203.2% | +100.1% |
| All | +278.9% | +75.1% | +203.7% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling