+69.6%
IWM vs TD
+132.8%
-63.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +0.8% |
| 30D | +2.3% | +5.2% | -2.9% | -0.6% |
| 3M | -8.3% | +1.2% | -9.5% | -9.0% |
| 6M | -1.3% | +17.7% | -19.1% | -10.9% |
| YTD | +13.5% | +34.2% | -20.7% | -5.4% |
| 1Y | +18.4% | +55.4% | -37.0% | -9.6% |
| 3Y | +69.6% | +130.4% | -60.8% | +0.5% |
| All | +69.6% | +132.8% | -63.2% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling