+59.3%
IWM vs TLN
+733.8%
-674.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | +2.8% | +22.3% | -19.5% | -0.3% |
| 30D | +0.6% | +1.2% | -0.6% | +0.2% |
| 3M | -7.8% | +5.9% | -13.7% | -9.2% |
| 6M | -1.0% | +3.2% | -4.2% | -2.7% |
| YTD | +13.9% | +3.2% | +10.7% | +10.9% |
| 1Y | +15.4% | +5.2% | +10.2% | +11.9% |
| 3Y | +70.2% | +606.3% | -536.0% | +19.1% |
| All | +59.3% | +733.8% | -674.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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