+171.7%
IWM vs TD
+295.5%
-123.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -0.6% |
| 7D | -1.1% | -1.9% | +0.8% | +0.2% |
| 30D | -3.1% | -1.6% | -1.5% | -2.1% |
| 3M | +2.2% | +4.6% | -2.4% | -1.3% |
| 6M | +15.1% | +26.8% | -11.7% | -3.0% |
| YTD | +18.6% | +28.3% | -9.8% | -0.9% |
| 1Y | +24.0% | +60.4% | -36.5% | -11.5% |
| 3Y | +63.7% | +125.7% | -62.0% | -9.4% |
| 5Y | +38.2% | +122.4% | -84.2% | -23.7% |
| 10Y | +171.7% | +297.1% | -125.4% | +1.0% |
| All | +171.7% | +295.5% | -123.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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