+741.9%
IWM vs TT
+4,197.5%
-3,455.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.1% |
| 7D | -2.0% | -2.0% | 0.0% | -1.1% |
| 30D | -1.5% | -14.0% | +12.6% | +5.5% |
| 3M | -8.0% | -15.9% | +7.9% | -0.7% |
| 6M | -4.1% | -17.3% | +13.2% | +3.8% |
| YTD | +11.9% | +4.0% | +8.0% | +7.9% |
| 1Y | +15.0% | -7.1% | +22.1% | +16.9% |
| 3Y | +64.2% | +90.2% | -26.0% | +16.0% |
| 5Y | +20.4% | +131.1% | -110.7% | -24.0% |
| 10Y | +168.0% | +777.7% | -609.7% | -12.1% |
| All | +741.9% | +4,197.5% | -3,455.6% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling