+1,815.4%
TSM vs IVZ
+60.3%
+1,755.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | +4.8% | +1.2% | +3.6% | +4.3% |
| 30D | +4.0% | +1.8% | +2.3% | +3.3% |
| 3M | +2.0% | +15.7% | -13.8% | -3.5% |
| 6M | +25.5% | +36.3% | -10.8% | +11.8% |
| YTD | +44.0% | +24.9% | +19.1% | +32.0% |
| 1Y | +75.4% | +48.9% | +26.5% | +50.9% |
| 3Y | +406.7% | +136.8% | +269.9% | +260.1% |
| 5Y | +285.0% | +60.0% | +225.0% | +203.2% |
| 10Y | +1,815.4% | +63.4% | +1,752.0% | +1,320.0% |
| All | +1,815.4% | +60.3% | +1,755.0% | +1,320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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