-11.8%
TDG vs IWD
+28.9%
-40.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.1% |
| 30D | -7.7% | -0.8% | -6.9% | -6.9% |
| 3M | -9.3% | +6.9% | -16.3% | -14.6% |
| 6M | -9.4% | +18.3% | -27.7% | -21.5% |
| YTD | -14.3% | +22.4% | -36.6% | -27.0% |
| 1Y | -11.8% | +27.4% | -39.2% | -27.1% |
| All | -11.8% | +28.9% | -40.8% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling