+18.9%
IWM vs TTMI
+9.6%
+9.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.1% | +11.6% | +2.6% |
| 7D | +1.0% | -19.2% | +20.1% | +3.2% |
| 30D | +0.2% | -44.9% | +45.1% | +6.3% |
| 3M | -5.6% | -44.7% | +39.1% | -0.3% |
| 6M | +2.7% | -53.4% | +56.1% | +9.7% |
| YTD | +16.2% | +6.3% | +9.8% | +9.2% |
| 1Y | +18.9% | +10.7% | +8.3% | +10.2% |
| All | +18.9% | +9.6% | +9.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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