+143.5%
IWM vs TNA
+33.3%
+110.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.4% | +3.7% | -2.3% | 0.0% |
| 30D | +2.3% | +4.4% | -2.1% | +0.3% |
| 3M | -8.3% | -26.7% | +18.3% | +0.9% |
| 6M | -1.3% | -12.8% | +11.5% | +1.7% |
| YTD | +13.5% | +22.7% | -9.1% | +2.8% |
| 1Y | +18.4% | +35.7% | -17.3% | +3.2% |
| 3Y | +69.6% | +134.6% | -65.0% | +11.4% |
| 5Y | +23.3% | -46.0% | +69.3% | +18.0% |
| All | +143.5% | +33.3% | +110.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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