+1,753.6%
TSM vs IWD
+195.2%
+1,558.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +3.2% |
| 7D | +6.0% | -0.2% | +6.2% | +6.2% |
| 30D | +4.5% | -0.8% | +5.3% | +5.2% |
| 3M | +3.1% | +8.0% | -4.9% | -4.6% |
| 6M | +30.2% | +18.2% | +12.0% | +10.9% |
| YTD | +45.2% | +22.3% | +22.9% | +19.9% |
| 1Y | +79.6% | +28.9% | +50.7% | +41.2% |
| 3Y | +411.0% | +71.5% | +339.4% | +208.5% |
| 5Y | +290.7% | +73.6% | +217.1% | +135.1% |
| 10Y | +1,753.6% | +194.7% | +1,558.9% | +616.1% |
| All | +1,753.6% | +195.2% | +1,558.4% | +616.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IWD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling