+537.0%
TDG vs IWD
+203.8%
+333.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.1% |
| 7D | -1.9% | -0.8% | -1.1% | -0.9% |
| 30D | -7.7% | -0.8% | -6.9% | -6.7% |
| 3M | -9.3% | +6.9% | -16.3% | -16.6% |
| 6M | -9.4% | +18.3% | -27.7% | -26.4% |
| YTD | -14.3% | +22.4% | -36.6% | -33.3% |
| 1Y | -11.8% | +27.4% | -39.2% | -35.0% |
| 3Y | +52.0% | +71.2% | -19.2% | -23.8% |
| 5Y | +128.8% | +75.7% | +53.1% | +12.2% |
| All | +537.0% | +203.8% | +333.2% | +86.7% |
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