+73.0%
IWM vs TT
+94.5%
-21.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -0.3% | +3.5% | -3.8% | -1.6% |
| 30D | +1.9% | -11.0% | +12.9% | +6.3% |
| 3M | -5.7% | -12.0% | +6.3% | -1.3% |
| 6M | -0.3% | -10.4% | +10.1% | +3.2% |
| YTD | +15.8% | +9.9% | +5.9% | +9.2% |
| 1Y | +17.1% | +1.5% | +15.6% | +14.4% |
| All | +73.0% | +94.5% | -21.5% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling