+95.4%
IWM vs TW
+301.3%
-206.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +1.4% | +3.9% | -2.5% | +0.4% |
| 30D | +2.3% | +19.9% | -17.7% | -2.7% |
| 3M | -8.3% | +25.9% | -34.3% | -14.1% |
| 6M | -1.3% | +21.1% | -22.5% | -7.3% |
| YTD | +13.5% | +23.9% | -10.4% | +5.1% |
| 1Y | +18.4% | +21.2% | -2.8% | +10.3% |
| 3Y | +69.6% | +44.8% | +24.8% | +44.3% |
| 5Y | +23.3% | +41.4% | -18.1% | +3.0% |
| All | +95.4% | +301.3% | -206.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling