+808.3%
IWM vs TD
+2,697.1%
-1,888.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +1.1% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -1.3% | +0.4% | -1.7% | -1.6% |
| 3M | +1.6% | +7.6% | -6.0% | -3.3% |
| 6M | +13.6% | +25.0% | -11.4% | -1.6% |
| YTD | +20.8% | +31.0% | -10.3% | +1.5% |
| 1Y | +26.4% | +65.2% | -38.8% | -8.3% |
| 3Y | +60.7% | +122.5% | -61.8% | -4.3% |
| 5Y | +38.2% | +124.8% | -86.6% | -18.8% |
| 10Y | +169.5% | +298.2% | -128.7% | +10.1% |
| All | +808.3% | +2,697.1% | -1,888.9% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling