+1,410.4%
TSM vs IWD
+207.5%
+1,202.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.7% |
| 7D | -7.6% | -0.5% | -7.1% | -7.0% |
| 30D | -20.5% | +2.7% | -23.2% | -22.5% |
| 3M | -10.0% | +0.9% | -10.9% | -10.8% |
| 6M | -10.1% | +10.5% | -20.6% | -18.4% |
| YTD | +24.5% | +23.7% | +0.8% | +1.8% |
| 1Y | +31.2% | +28.7% | +2.4% | +3.2% |
| 3Y | +322.0% | +79.7% | +242.3% | +144.6% |
| 5Y | +245.3% | +69.7% | +175.6% | +112.3% |
| All | +1,410.4% | +207.5% | +1,202.9% | +634.6% |
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