+139.2%
TT vs IWD
+74.1%
+65.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.5% |
| 7D | +3.5% | -0.6% | +4.1% | +4.2% |
| 30D | -11.0% | +3.6% | -14.6% | -14.6% |
| 3M | -12.0% | +2.7% | -14.7% | -14.7% |
| 6M | -10.4% | +13.2% | -23.6% | -22.1% |
| YTD | +9.9% | +26.8% | -16.8% | -15.4% |
| 1Y | +1.5% | +29.3% | -27.8% | -23.6% |
| 3Y | +93.7% | +85.1% | +8.6% | -3.1% |
| 5Y | +139.2% | +74.2% | +65.0% | +28.2% |
| All | +139.2% | +74.1% | +65.2% | +28.2% |
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