+1,641.8%
TSM vs IWM
+156.6%
+1,485.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.5% |
| 7D | +4.4% | -0.3% | +4.8% | +5.1% |
| 30D | -7.0% | +1.9% | -8.8% | -8.0% |
| 3M | -1.8% | -5.7% | +3.9% | +3.4% |
| 6M | +2.7% | -0.3% | +3.0% | +4.0% |
| YTD | +37.1% | +15.8% | +21.3% | +23.7% |
| 1Y | +43.5% | +17.1% | +26.4% | +28.3% |
| 3Y | +341.5% | +73.1% | +268.4% | +190.6% |
| 5Y | +278.9% | +25.9% | +253.0% | +215.2% |
| 10Y | +1,641.8% | +151.9% | +1,489.9% | +829.6% |
| All | +1,641.8% | +156.6% | +1,485.2% | +829.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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