+4,120.7%
TT vs IWD
+731.9%
+3,388.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -1.3% |
| 7D | -9.0% | -0.9% | -8.1% | -8.0% |
| 30D | -17.6% | +2.6% | -20.3% | -20.2% |
| 3M | -18.7% | +1.2% | -19.9% | -20.0% |
| 6M | -17.4% | +12.1% | -29.5% | -27.9% |
| YTD | +1.5% | +24.1% | -22.6% | -21.1% |
| 1Y | -9.4% | +28.5% | -37.9% | -32.5% |
| 3Y | +85.1% | +79.5% | +5.6% | -7.4% |
| 5Y | +125.7% | +70.3% | +55.4% | +20.8% |
| 10Y | +757.3% | +212.5% | +544.8% | +117.4% |
| All | +4,120.7% | +731.9% | +3,388.8% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling