-10.1%
TSM vs IWM
-3.6%
-6.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +4.7% |
| 7D | -7.6% | -2.0% | -5.5% | -3.9% |
| 30D | -20.5% | -1.5% | -19.0% | -17.9% |
| 3M | -10.0% | -8.0% | -2.0% | +3.9% |
| 6M | -10.1% | -4.1% | -6.0% | -1.5% |
| All | -10.1% | -3.6% | -6.4% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling