+650.1%
IWM vs TCOM
+2,694.8%
-2,044.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.1% | -9.5% | +9.6% | +2.0% |
| 30D | -1.3% | -10.7% | +9.5% | +0.9% |
| 3M | +1.6% | -14.6% | +16.2% | +4.3% |
| 6M | +13.6% | -19.3% | +32.9% | +17.7% |
| YTD | +20.8% | -42.9% | +63.7% | +33.3% |
| 1Y | +26.4% | -43.8% | +70.2% | +39.8% |
| 3Y | +60.7% | +2.1% | +58.6% | +52.2% |
| 5Y | +38.2% | +31.2% | +7.0% | +17.1% |
| 10Y | +169.5% | -13.9% | +183.4% | +134.7% |
| All | +650.1% | +2,694.8% | -2,044.6% | +227.7% |
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