+16.0%
IWM vs TTMI
+5.4%
+10.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | +0.3% | -11.5% | +11.8% | +1.3% |
| 30D | +0.6% | -40.3% | +40.9% | +5.4% |
| 3M | -6.2% | -44.5% | +38.2% | -1.2% |
| 6M | -0.8% | -54.1% | +53.3% | +5.9% |
| YTD | +14.8% | +4.7% | +10.1% | +8.1% |
| All | +16.0% | +5.4% | +10.6% | +8.4% |
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