+2.7%
TSM vs IWF
-4.8%
+7.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +0.4% |
| 7D | +4.4% | -1.1% | +5.5% | +6.7% |
| 30D | -7.0% | -8.3% | +1.3% | +8.3% |
| 3M | -1.8% | -5.6% | +3.8% | +8.9% |
| 6M | +2.7% | -5.4% | +8.1% | +14.6% |
| All | +2.7% | -4.8% | +7.5% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling