+25.8%
IWM vs TW
+39.0%
-13.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +0.3% | +3.1% | -2.8% | -0.4% |
| 30D | +0.6% | +16.7% | -16.1% | -2.7% |
| 3M | -6.2% | +25.2% | -31.4% | -10.7% |
| 6M | -0.8% | +19.5% | -20.2% | -5.0% |
| YTD | +14.8% | +21.0% | -6.2% | +8.6% |
| 1Y | +16.1% | +19.0% | -2.8% | +10.5% |
| 3Y | +71.5% | +40.7% | +30.8% | +48.2% |
| 5Y | +25.8% | +40.1% | -14.4% | +3.6% |
| All | +25.8% | +39.0% | -13.3% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling