+236.4%
TSM vs IWD
+68.9%
+167.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.8% |
| 7D | -7.6% | -0.5% | -7.1% | -6.9% |
| 30D | -20.5% | +2.7% | -23.2% | -22.9% |
| 3M | -10.0% | +0.9% | -10.9% | -11.0% |
| 6M | -10.1% | +10.5% | -20.6% | -20.2% |
| YTD | +24.5% | +23.7% | +0.8% | -2.8% |
| 1Y | +31.2% | +28.7% | +2.4% | -2.3% |
| 3Y | +322.0% | +79.7% | +242.3% | +114.7% |
| All | +236.4% | +68.9% | +167.5% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling