+902.6%
TT vs IWD
+198.0%
+704.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.3% |
| 30D | -7.2% | +0.6% | -7.7% | -7.8% |
| 3M | -3.0% | +7.2% | -10.2% | -9.8% |
| 6M | +1.4% | +16.2% | -14.9% | -13.3% |
| YTD | +15.9% | +23.3% | -7.4% | -6.8% |
| 1Y | +9.4% | +29.6% | -20.1% | -16.4% |
| 3Y | +124.4% | +70.5% | +53.9% | +28.5% |
| 5Y | +138.0% | +73.5% | +64.5% | +34.6% |
| All | +902.6% | +198.0% | +704.5% | +206.1% |
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