+79.6%
TSM vs IWM
+24.8%
+54.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.9% |
| 7D | +6.0% | +1.4% | +4.6% | +4.1% |
| 30D | +4.5% | -2.3% | +6.8% | +7.7% |
| 3M | +3.1% | +4.0% | -0.9% | -1.1% |
| 6M | +30.2% | +17.9% | +12.3% | +8.7% |
| YTD | +45.2% | +20.2% | +25.0% | +18.4% |
| 1Y | +79.6% | +25.0% | +54.6% | +44.7% |
| All | +79.6% | +24.8% | +54.7% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling