+165.8%
IWM vs TTD
+382.8%
-216.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -1.1% | -4.6% | +3.5% | -0.5% |
| 30D | -3.1% | +3.7% | -6.8% | -3.8% |
| 3M | +2.2% | -30.2% | +32.4% | +6.9% |
| 6M | +15.1% | -51.4% | +66.5% | +26.2% |
| YTD | +18.6% | -63.4% | +82.0% | +35.2% |
| 1Y | +24.0% | -73.5% | +97.5% | +48.1% |
| 3Y | +63.7% | -83.5% | +147.2% | +97.5% |
| 5Y | +38.2% | -80.9% | +119.1% | +52.1% |
| All | +165.8% | +382.8% | -216.9% | +99.3% |
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