+166.4%
IWM vs TDG
+547.7%
-381.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.6% |
| 30D | -4.6% | -7.7% | +3.1% | -1.4% |
| 3M | -0.3% | -9.3% | +9.0% | +3.5% |
| 6M | +14.7% | -9.4% | +24.1% | +18.5% |
| YTD | +17.8% | -14.3% | +32.1% | +24.1% |
| 1Y | +21.2% | -11.8% | +33.0% | +25.8% |
| 3Y | +62.3% | +52.0% | +10.4% | +30.3% |
| 5Y | +38.7% | +128.8% | -90.1% | -7.7% |
| All | +166.4% | +547.7% | -381.3% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling