+56.6%
IWM vs TLN
+630.2%
-573.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | 0.0% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -1.5% | -10.5% | +9.0% | -0.1% |
| 3M | -8.0% | +0.1% | -8.1% | -8.7% |
| 6M | -4.1% | -17.4% | +13.3% | -2.5% |
| YTD | +11.9% | -9.7% | +21.6% | +11.2% |
| 1Y | +15.0% | -12.3% | +27.3% | +14.6% |
| 3Y | +64.2% | +528.3% | -464.1% | +16.9% |
| All | +56.6% | +630.2% | -573.6% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling