+17.1%
IWM vs TD
+56.3%
-39.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.3% | -3.1% | +2.7% | +1.5% |
| 30D | +1.9% | +6.7% | -4.8% | -1.5% |
| 3M | -5.7% | +3.1% | -8.8% | -7.3% |
| 6M | -0.3% | +17.6% | -17.9% | -10.9% |
| YTD | +15.8% | +34.8% | -19.0% | -5.9% |
| 1Y | +17.1% | +55.6% | -38.5% | -11.3% |
| All | +17.1% | +56.3% | -39.2% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling