+166.9%
IWM vs TT
+899.5%
-732.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | +1.6% | -0.2% | +0.6% |
| 30D | -2.3% | -7.3% | +5.0% | +1.5% |
| 3M | +4.0% | -2.6% | +6.5% | +4.7% |
| 6M | +17.9% | +5.9% | +12.0% | +13.3% |
| YTD | +20.2% | +15.4% | +4.8% | +9.8% |
| 1Y | +25.0% | +8.2% | +16.7% | +17.7% |
| 3Y | +66.0% | +122.7% | -56.7% | +2.3% |
| 5Y | +40.0% | +145.0% | -104.9% | -20.3% |
| 10Y | +166.9% | +893.7% | -726.9% | -27.7% |
| All | +166.9% | +899.5% | -732.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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