+24.0%
IWM vs TTMI
+164.8%
-140.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -0.8% |
| 7D | -1.1% | +7.5% | -8.6% | -2.1% |
| 30D | -3.1% | -4.5% | +1.4% | -2.8% |
| 3M | +2.2% | -28.5% | +30.7% | +5.8% |
| 6M | +15.1% | +28.4% | -13.3% | +8.0% |
| YTD | +18.6% | +80.1% | -61.5% | +5.4% |
| 1Y | +24.0% | +161.0% | -137.0% | +2.8% |
| All | +24.0% | +164.8% | -140.8% | +2.8% |
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