+236.4%
TSM vs IWM
+19.4%
+216.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.4% |
| 7D | -7.6% | -2.0% | -5.5% | -5.5% |
| 30D | -20.5% | -1.5% | -19.0% | -19.1% |
| 3M | -10.0% | -8.0% | -2.0% | -2.3% |
| 6M | -10.1% | -4.1% | -6.0% | -5.4% |
| YTD | +24.5% | +11.9% | +12.6% | +14.5% |
| 1Y | +31.2% | +15.0% | +16.2% | +17.8% |
| 3Y | +322.0% | +64.2% | +257.8% | +175.7% |
| All | +236.4% | +19.4% | +216.9% | +180.6% |
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 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