+25.8%
IWM vs TCOM
+44.4%
-18.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.3% | +6.5% | -6.2% | -0.6% |
| 30D | +0.6% | +13.3% | -12.7% | -1.3% |
| 3M | -6.2% | -6.5% | +0.2% | -5.5% |
| 6M | -0.8% | -16.3% | +15.6% | +1.4% |
| YTD | +14.8% | -38.7% | +53.5% | +22.2% |
| 1Y | +16.1% | -40.1% | +56.3% | +24.1% |
| 3Y | +71.5% | +30.6% | +40.9% | +57.8% |
| 5Y | +25.8% | +45.8% | -20.0% | +11.3% |
| All | +25.8% | +44.4% | -18.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling