+265.7%
TSM vs IWD
+72.9%
+192.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +6.2% | +2.3% | +3.9% | +3.4% |
| 30D | -7.3% | +3.6% | -10.9% | -10.9% |
| 3M | -7.1% | +2.2% | -9.3% | -9.5% |
| 6M | +0.2% | +13.0% | -12.7% | -13.3% |
| YTD | +32.2% | +26.5% | +5.7% | +0.5% |
| 1Y | +42.8% | +30.1% | +12.6% | +5.0% |
| 3Y | +330.4% | +84.9% | +245.5% | +111.9% |
| All | +265.7% | +72.9% | +192.8% | +97.9% |
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