+132.3%
TT vs IWD
+72.9%
+59.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.7% |
| 7D | +4.0% | +2.3% | +1.8% | +1.5% |
| 30D | -11.3% | +3.6% | -14.9% | -14.8% |
| 3M | -12.3% | +2.2% | -14.4% | -14.5% |
| 6M | -10.8% | +13.0% | -23.8% | -22.3% |
| YTD | +8.2% | +26.5% | -18.4% | -16.6% |
| 1Y | +1.5% | +30.1% | -28.7% | -24.2% |
| 3Y | +91.5% | +84.9% | +6.6% | -4.0% |
| All | +132.3% | +72.9% | +59.4% | +25.1% |
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