+25.0%
IWM vs TTD
-73.2%
+98.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | -0.4% |
| 7D | +1.4% | +1.7% | -0.3% | +1.3% |
| 30D | -2.3% | +1.6% | -3.9% | -2.4% |
| 3M | +4.0% | -27.8% | +31.8% | +4.9% |
| 6M | +17.9% | -52.1% | +70.1% | +21.1% |
| YTD | +20.2% | -63.1% | +83.3% | +27.2% |
| 1Y | +25.0% | -73.1% | +98.0% | +35.6% |
| All | +25.0% | -73.2% | +98.2% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling