+411.0%
TSM vs IWF
+79.6%
+331.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.8% |
| 7D | +6.0% | +1.5% | +4.5% | +3.8% |
| 30D | +4.5% | -1.3% | +5.8% | +6.5% |
| 3M | +3.1% | +0.1% | +3.0% | +3.6% |
| 6M | +30.2% | +10.3% | +19.9% | +15.2% |
| YTD | +45.2% | +4.2% | +41.1% | +39.1% |
| 1Y | +79.6% | +9.3% | +70.2% | +61.7% |
| 3Y | +411.0% | +79.3% | +331.6% | +151.9% |
| All | +411.0% | +79.6% | +331.4% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling