+1,598.5%
TSM vs IWD
+203.8%
+1,394.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.1% | +1.6% | -3.6% | -3.4% |
| 30D | -12.5% | +3.6% | -16.1% | -15.4% |
| 3M | -5.0% | +2.0% | -7.0% | -6.9% |
| 6M | -3.2% | +13.1% | -16.3% | -14.1% |
| YTD | +31.5% | +26.2% | +5.3% | +5.4% |
| 1Y | +35.7% | +29.6% | +6.1% | +6.0% |
| 3Y | +323.5% | +84.3% | +239.2% | +138.9% |
| 5Y | +263.4% | +73.4% | +189.9% | +118.3% |
| 10Y | +1,598.5% | +202.4% | +1,396.1% | +601.1% |
| All | +1,598.5% | +203.8% | +1,394.7% | +601.1% |
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