+151.9%
IWM vs TT
+748.9%
-597.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.3% | +3.5% | -3.8% | -2.0% |
| 30D | +1.9% | -11.0% | +12.9% | +7.7% |
| 3M | -5.7% | -12.0% | +6.3% | +0.1% |
| 6M | -0.3% | -10.4% | +10.1% | +4.2% |
| YTD | +15.8% | +9.9% | +5.9% | +7.8% |
| 1Y | +17.1% | +1.5% | +15.6% | +13.7% |
| 3Y | +73.1% | +93.7% | -20.6% | +14.9% |
| 5Y | +25.9% | +139.2% | -113.4% | -28.0% |
| 10Y | +151.9% | +741.5% | -589.6% | -27.7% |
| All | +151.9% | +748.9% | -597.0% | -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