+165.3%
IWM vs TCOM
-10.5%
+175.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -2.5% | -6.5% | +4.0% | -1.3% |
| 30D | -4.4% | -16.2% | +11.8% | -1.1% |
| 3M | +2.2% | -19.3% | +21.6% | +6.1% |
| 6M | +14.0% | -27.2% | +41.3% | +20.7% |
| YTD | +17.4% | -46.2% | +63.5% | +31.1% |
| 1Y | +22.9% | -46.6% | +69.6% | +37.4% |
| 3Y | +62.1% | +8.4% | +53.7% | +50.2% |
| 5Y | +38.2% | +25.8% | +12.3% | +16.4% |
| All | +165.3% | -10.5% | +175.8% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling