+265.7%
TSM vs IWM
+22.7%
+243.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.4% |
| 7D | +6.2% | +1.4% | +4.8% | +4.8% |
| 30D | -7.3% | +2.3% | -9.5% | -8.8% |
| 3M | -7.1% | -8.3% | +1.2% | +1.1% |
| 6M | +0.2% | -1.3% | +1.6% | +2.7% |
| YTD | +32.2% | +13.5% | +18.7% | +20.1% |
| 1Y | +42.8% | +18.4% | +24.4% | +24.9% |
| 3Y | +330.4% | +69.6% | +260.8% | +173.2% |
| All | +265.7% | +22.7% | +243.0% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling