+151.9%
IWM vs TTD
+538.9%
-387.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.3% |
| 7D | -0.3% | +20.8% | -21.1% | -3.3% |
| 30D | +1.9% | +33.8% | -32.0% | -2.8% |
| 3M | -5.7% | +17.8% | -23.5% | -8.5% |
| 6M | -0.3% | -25.7% | +25.5% | +2.7% |
| YTD | +15.8% | -57.9% | +73.7% | +29.0% |
| 1Y | +17.1% | -63.8% | +80.9% | +33.5% |
| 3Y | +73.1% | -75.0% | +148.1% | +96.2% |
| 5Y | +25.9% | -82.5% | +108.4% | +41.1% |
| 10Y | +151.9% | +527.9% | -376.0% | +84.6% |
| All | +151.9% | +538.9% | -387.0% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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