+39.1%
IWM vs TT
+140.2%
-101.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.3% | -7.2% | +5.9% | +2.1% |
| 3M | +1.6% | -3.0% | +4.6% | +2.4% |
| 6M | +13.6% | +1.4% | +12.2% | +11.7% |
| YTD | +20.8% | +15.9% | +4.9% | +10.9% |
| 1Y | +26.4% | +9.4% | +17.0% | +19.1% |
| 3Y | +60.7% | +124.4% | -63.7% | +1.6% |
| All | +39.1% | +140.2% | -101.0% | -24.4% |
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 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