+676.4%
IWD vs TCOM
+2,694.8%
-2,018.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.3% | -9.5% | +9.3% | +1.2% |
| 30D | +0.6% | -10.7% | +11.3% | +2.2% |
| 3M | +7.2% | -14.6% | +21.9% | +9.4% |
| 6M | +16.2% | -19.3% | +35.5% | +19.4% |
| YTD | +23.3% | -42.9% | +66.3% | +33.0% |
| 1Y | +29.6% | -43.8% | +73.4% | +39.9% |
| 3Y | +70.5% | +2.1% | +68.4% | +63.4% |
| 5Y | +73.5% | +31.2% | +42.3% | +52.1% |
| 10Y | +198.3% | -13.9% | +212.2% | +165.7% |
| All | +676.4% | +2,694.8% | -2,018.4% | +303.5% |
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