+40.0%
IWM vs TTMI
+840.7%
-800.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.1% |
| 7D | +1.4% | +12.2% | -10.7% | -1.3% |
| 30D | -2.3% | -5.7% | +3.4% | -1.5% |
| 3M | +4.0% | -27.5% | +31.4% | +9.7% |
| 6M | +17.9% | +47.1% | -29.2% | +1.5% |
| YTD | +20.2% | +87.5% | -67.3% | -5.2% |
| 1Y | +25.0% | +175.2% | -150.2% | -14.2% |
| 3Y | +66.0% | +901.9% | -836.0% | -28.3% |
| 5Y | +40.0% | +843.5% | -803.4% | -40.8% |
| All | +40.0% | +840.7% | -800.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling