+694.4%
IWD vs TCOM
+2,902.5%
-2,208.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | +6.5% | -5.0% | +0.6% |
| 30D | +3.6% | +13.3% | -9.7% | +1.6% |
| 3M | +2.0% | -6.5% | +8.5% | +2.9% |
| 6M | +13.1% | -16.3% | +29.4% | +15.5% |
| YTD | +26.2% | -38.7% | +64.9% | +34.5% |
| 1Y | +29.6% | -40.1% | +69.7% | +38.5% |
| 3Y | +84.3% | +30.6% | +53.7% | +70.2% |
| 5Y | +73.4% | +45.8% | +27.6% | +49.7% |
| 10Y | +202.5% | +8.1% | +194.4% | +160.0% |
| All | +694.4% | +2,902.5% | -2,208.1% | +308.1% |
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