+5,386.1%
TSM vs IWM
+812.0%
+4,574.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +3.6% | -1.3% | +4.9% | +4.8% |
| 3M | -3.4% | +1.6% | -5.0% | -4.3% |
| 6M | +20.6% | +13.6% | +7.1% | +8.2% |
| YTD | +41.9% | +20.8% | +21.1% | +20.2% |
| 1Y | +84.4% | +26.4% | +58.0% | +49.7% |
| 3Y | +380.2% | +60.7% | +319.5% | +207.8% |
| 5Y | +275.3% | +38.2% | +237.1% | +174.2% |
| 10Y | +1,751.4% | +169.5% | +1,581.9% | +564.5% |
| All | +5,386.1% | +812.0% | +4,574.1% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling