+1,709.2%
TSM vs IWD
+198.0%
+1,511.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.5% |
| 7D | +2.7% | -0.3% | +3.0% | +3.0% |
| 30D | +3.6% | +0.6% | +3.0% | +2.9% |
| 3M | -3.4% | +7.2% | -10.6% | -9.8% |
| 6M | +20.6% | +16.2% | +4.4% | +4.4% |
| YTD | +41.9% | +23.3% | +18.5% | +16.2% |
| 1Y | +84.4% | +29.6% | +54.8% | +44.2% |
| 3Y | +380.2% | +70.5% | +309.8% | +191.5% |
| 5Y | +275.3% | +73.5% | +201.9% | +125.8% |
| All | +1,709.2% | +198.0% | +1,511.1% | +593.1% |
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 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