+39.1%
IWM vs TTD
-81.6%
+120.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.0% |
| 7D | +0.1% | +6.3% | -6.2% | -0.9% |
| 30D | -1.3% | -23.9% | +22.6% | +2.3% |
| 3M | +1.6% | -31.4% | +33.0% | +6.7% |
| 6M | +13.6% | -42.7% | +56.2% | +21.4% |
| YTD | +20.8% | -62.0% | +82.7% | +38.0% |
| 1Y | +26.4% | -72.2% | +98.6% | +51.8% |
| 3Y | +60.7% | -81.9% | +142.6% | +91.4% |
| All | +39.1% | -81.6% | +120.8% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling