+151.9%
IWM vs TD
+302.8%
-150.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.3% | -3.1% | +2.7% | +1.9% |
| 30D | +1.9% | +6.7% | -4.8% | -2.6% |
| 3M | -5.7% | +3.1% | -8.8% | -7.9% |
| 6M | -0.3% | +17.6% | -17.9% | -11.4% |
| YTD | +15.8% | +34.8% | -19.0% | -6.6% |
| 1Y | +17.1% | +55.6% | -38.5% | -14.7% |
| 3Y | +73.1% | +133.1% | -60.1% | -6.4% |
| 5Y | +25.9% | +104.7% | -78.8% | -26.1% |
| 10Y | +151.9% | +303.6% | -151.6% | -9.7% |
| All | +151.9% | +302.8% | -150.8% | -9.7% |
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