+700.7%
IWM vs TTMI
+504.4%
+196.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.6% | -1.5% |
| 7D | +0.1% | +5.9% | -5.8% | -1.2% |
| 30D | -1.3% | -4.3% | +3.1% | -0.9% |
| 3M | +1.6% | -32.0% | +33.7% | +7.8% |
| 6M | +13.6% | +19.5% | -5.9% | +5.2% |
| YTD | +20.8% | +82.0% | -61.3% | +1.2% |
| 1Y | +26.4% | +172.6% | -146.2% | -4.0% |
| 3Y | +60.7% | +744.7% | -684.0% | -6.3% |
| 5Y | +38.2% | +805.6% | -767.4% | -22.1% |
| 10Y | +169.5% | +1,057.6% | -888.1% | +39.2% |
| All | +700.7% | +504.4% | +196.3% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling