+24.7%
IWM vs TTMI
+405.8%
-381.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.2% |
| 7D | +0.3% | -11.5% | +11.8% | +2.3% |
| 30D | +0.6% | -40.3% | +40.9% | +9.6% |
| 3M | -6.2% | -44.5% | +38.2% | +2.9% |
| 6M | -0.8% | -54.1% | +53.3% | +11.3% |
| YTD | +14.8% | +4.7% | +10.1% | -0.4% |
| 1Y | +16.1% | +3.3% | +12.8% | 0.0% |
| 3Y | +71.5% | +407.2% | -335.7% | -15.9% |
| All | +24.7% | +405.8% | -381.1% | -45.3% |
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