+1,502.2%
TSM vs IWD
+212.1%
+1,290.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +1.5% |
| 7D | -2.5% | +1.3% | -3.8% | -3.6% |
| 30D | -14.3% | +3.6% | -17.8% | -17.1% |
| 3M | -7.2% | +2.3% | -9.6% | -9.3% |
| 6M | -5.1% | +13.0% | -18.2% | -15.8% |
| YTD | +28.9% | +26.2% | +2.7% | +3.3% |
| 1Y | +37.1% | +30.5% | +6.6% | +6.4% |
| 3Y | +341.5% | +86.2% | +255.3% | +147.1% |
| 5Y | +245.7% | +72.9% | +172.8% | +108.5% |
| 10Y | +1,502.2% | +205.0% | +1,297.2% | +594.4% |
| All | +1,502.2% | +212.1% | +1,290.2% | +594.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling