+604.5%
TDG vs IWD
+203.0%
+401.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | +1.7% | +2.3% | -0.6% | -1.1% |
| 30D | +9.7% | +3.6% | +6.1% | +5.0% |
| 3M | -2.3% | +2.2% | -4.5% | -4.9% |
| 6M | +1.3% | +13.0% | -11.6% | -13.0% |
| YTD | -8.5% | +26.5% | -35.0% | -31.8% |
| 1Y | -8.1% | +30.1% | -38.3% | -34.0% |
| 3Y | +43.4% | +84.9% | -41.5% | -35.1% |
| 5Y | +127.8% | +73.4% | +54.4% | +13.6% |
| All | +604.5% | +203.0% | +401.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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