+425.0%
IWM vs TDG
+13,257.8%
-12,832.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | -2.0% | +2.1% | +1.0% |
| 30D | -1.3% | -7.4% | +6.1% | +2.1% |
| 3M | +1.6% | -5.4% | +7.0% | +3.6% |
| 6M | +13.6% | -11.6% | +25.2% | +19.0% |
| YTD | +20.8% | -12.6% | +33.4% | +26.6% |
| 1Y | +26.4% | -9.3% | +35.8% | +29.9% |
| 3Y | +60.7% | +49.2% | +11.5% | +28.1% |
| 5Y | +38.2% | +132.1% | -94.0% | -11.6% |
| 10Y | +169.5% | +544.8% | -375.4% | -3.5% |
| All | +425.0% | +13,257.8% | -12,832.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling