+1,641.8%
TSM vs IWF
+392.3%
+1,249.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +1.7% |
| 7D | +4.4% | -1.1% | +5.5% | +6.1% |
| 30D | -7.0% | -8.3% | +1.3% | +2.9% |
| 3M | -1.8% | -5.6% | +3.8% | +5.4% |
| 6M | +2.7% | -5.4% | +8.1% | +11.0% |
| YTD | +37.1% | -1.2% | +38.3% | +42.1% |
| 1Y | +43.5% | -2.7% | +46.1% | +51.3% |
| 3Y | +341.5% | +67.8% | +273.7% | +177.6% |
| 5Y | +278.9% | +60.1% | +218.8% | +148.7% |
| 10Y | +1,641.8% | +392.2% | +1,249.6% | +250.9% |
| All | +1,641.8% | +392.3% | +1,249.5% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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