+696.4%
IWD vs TCOM
+2,868.4%
-2,172.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +3.6% | +12.1% | -8.5% | +1.8% |
| 3M | +2.2% | -3.2% | +5.4% | +2.5% |
| 6M | +13.0% | -16.6% | +29.6% | +15.5% |
| YTD | +26.5% | -39.4% | +65.9% | +35.0% |
| 1Y | +30.1% | -41.5% | +71.7% | +39.6% |
| 3Y | +84.9% | +24.4% | +60.5% | +72.0% |
| 5Y | +73.4% | +41.6% | +31.8% | +50.3% |
| 10Y | +204.0% | +6.5% | +197.5% | +161.9% |
| All | +696.4% | +2,868.4% | -2,172.1% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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