+38.2%
IWM vs TDG
+125.9%
-87.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.5% | -2.7% | +0.1% | -1.4% |
| 30D | -4.4% | -9.3% | +4.9% | -0.3% |
| 3M | +2.2% | -7.1% | +9.3% | +5.1% |
| 6M | +14.0% | -11.2% | +25.2% | +19.1% |
| YTD | +17.4% | -15.3% | +32.6% | +24.6% |
| 1Y | +22.9% | -12.5% | +35.4% | +28.1% |
| 3Y | +62.1% | +51.2% | +10.9% | +21.3% |
| 5Y | +38.2% | +126.1% | -88.0% | -20.3% |
| All | +38.2% | +125.9% | -87.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling