+153.1%
IWM vs TTD
+483.7%
-330.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.0% | +5.2% | -7.2% | -2.8% |
| 30D | -1.5% | +6.9% | -8.4% | -2.6% |
| 3M | -8.0% | -26.8% | +18.8% | -4.4% |
| 6M | -4.1% | -46.1% | +42.0% | +3.9% |
| YTD | +11.9% | -65.9% | +77.9% | +29.0% |
| 1Y | +15.0% | -71.8% | +86.9% | +36.5% |
| 3Y | +64.2% | -83.3% | +147.5% | +98.1% |
| 5Y | +20.4% | -81.1% | +101.5% | +32.9% |
| All | +153.1% | +483.7% | -330.6% | +85.6% |
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