+126.5%
TDG vs IWD
+72.9%
+53.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | -2.4% | -1.2% | -1.3% | -1.1% |
| 30D | -8.0% | -1.6% | -6.3% | -6.2% |
| 3M | -10.5% | +7.0% | -17.5% | -17.1% |
| 6M | -11.9% | +17.0% | -28.9% | -26.2% |
| YTD | -15.4% | +21.6% | -37.0% | -32.3% |
| 1Y | -14.2% | +28.0% | -42.2% | -35.5% |
| 3Y | +51.0% | +70.6% | -19.5% | -20.5% |
| 5Y | +126.5% | +73.3% | +53.1% | +19.1% |
| All | +126.5% | +72.9% | +53.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling