+422.6%
IWM vs TDG
+13,063.4%
-12,640.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | -2.3% | -6.5% | +4.3% | +0.7% |
| 3M | +4.0% | -5.1% | +9.0% | +5.9% |
| 6M | +17.9% | -11.5% | +29.5% | +23.5% |
| YTD | +20.2% | -13.9% | +34.1% | +26.9% |
| 1Y | +25.0% | -11.5% | +36.4% | +29.8% |
| 3Y | +66.0% | +53.7% | +12.3% | +30.5% |
| 5Y | +40.0% | +135.5% | -95.5% | -11.0% |
| 10Y | +166.9% | +535.2% | -368.3% | -3.8% |
| All | +422.6% | +13,063.4% | -12,640.8% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TDG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling