+5,013.7%
TSM vs IWF
+670.6%
+4,343.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -0.3% |
| 7D | +6.2% | +2.8% | +3.4% | +2.7% |
| 30D | -7.3% | -7.5% | +0.3% | +2.6% |
| 3M | -7.1% | -8.5% | +1.4% | +4.2% |
| 6M | +0.2% | -7.4% | +7.6% | +11.9% |
| YTD | +32.2% | -2.6% | +34.9% | +39.8% |
| 1Y | +42.8% | -1.8% | +44.6% | +49.7% |
| 3Y | +330.4% | +65.5% | +264.9% | +150.0% |
| 5Y | +263.9% | +55.8% | +208.1% | +123.8% |
| 10Y | +1,580.2% | +384.9% | +1,195.3% | +143.5% |
| All | +5,013.7% | +670.6% | +4,343.1% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling