+40.0%
IWM vs TCOM
+26.3%
+13.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.4% | -7.6% | +9.0% | +2.6% |
| 30D | -2.3% | -12.2% | +9.9% | -0.5% |
| 3M | +4.0% | -14.2% | +18.2% | +6.0% |
| 6M | +17.9% | -25.0% | +42.9% | +22.6% |
| YTD | +20.2% | -43.7% | +63.9% | +29.8% |
| 1Y | +25.0% | -44.5% | +69.5% | +35.1% |
| 3Y | +66.0% | +13.4% | +52.6% | +56.1% |
| 5Y | +40.0% | +26.5% | +13.6% | +25.4% |
| All | +40.0% | +26.3% | +13.7% | +25.4% |
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