+4,110.1%
TSM vs IVV
+727.1%
+3,383.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +5.9% |
| 7D | -7.6% | -2.7% | -4.9% | -4.0% |
| 30D | -20.5% | -5.4% | -15.1% | -14.3% |
| 3M | -10.0% | -4.1% | -5.9% | -4.6% |
| 6M | -10.1% | +0.7% | -10.8% | -9.6% |
| YTD | +24.5% | +8.7% | +15.8% | +14.7% |
| 1Y | +31.2% | +11.0% | +20.2% | +17.9% |
| 3Y | +322.0% | +75.4% | +246.6% | +122.5% |
| 5Y | +245.3% | +68.3% | +176.9% | +92.5% |
| 10Y | +1,465.8% | +315.5% | +1,150.3% | +172.8% |
| All | +4,110.1% | +727.1% | +3,383.1% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling