+12,377.6%
TSM vs IVZ
+398.9%
+11,978.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.2% | +0.8% |
| 7D | -2.5% | +4.1% | -6.6% | -4.0% |
| 30D | -14.3% | -2.0% | -12.2% | -13.5% |
| 3M | -7.2% | -7.8% | +0.6% | -4.2% |
| 6M | -5.1% | +6.3% | -11.4% | -7.8% |
| YTD | +28.9% | +12.6% | +16.3% | +21.9% |
| 1Y | +37.1% | +27.6% | +9.4% | +23.0% |
| 3Y | +341.5% | +154.0% | +187.4% | +191.1% |
| 5Y | +245.7% | +37.3% | +208.4% | +184.6% |
| 10Y | +1,502.2% | +50.5% | +1,451.7% | +1,008.5% |
| All | +12,377.6% | +398.9% | +11,978.7% | +3,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling