+17.1%
IWM vs TTD
-63.1%
+80.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | -0.3% | +20.8% | -21.1% | -1.4% |
| 30D | +1.9% | +33.8% | -32.0% | +0.5% |
| 3M | -5.7% | +17.8% | -23.5% | -6.7% |
| 6M | -0.3% | -25.7% | +25.5% | -0.3% |
| YTD | +15.8% | -57.9% | +73.7% | +22.4% |
| 1Y | +17.1% | -63.8% | +80.9% | +29.7% |
| All | +17.1% | -63.1% | +80.2% | +29.7% |
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