+23.8%
IWM vs TT
+131.0%
-107.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.4% | +4.0% | -2.6% | -0.4% |
| 30D | +2.3% | -11.3% | +13.6% | +7.6% |
| 3M | -8.3% | -12.3% | +4.0% | -3.1% |
| 6M | -1.3% | -10.8% | +9.5% | +2.8% |
| YTD | +13.5% | +8.2% | +5.4% | +7.0% |
| 1Y | +18.4% | +1.5% | +16.9% | +15.1% |
| 3Y | +69.6% | +91.5% | -21.9% | +15.1% |
| All | +23.8% | +131.0% | -107.3% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling