+4,717.3%
TT vs IWD
+726.5%
+3,990.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.4% |
| 7D | -0.2% | -0.3% | 0.0% | +0.1% |
| 30D | -7.4% | +0.6% | -8.0% | -8.1% |
| 3M | -3.2% | +7.2% | -10.4% | -10.8% |
| 6M | +1.1% | +16.2% | -15.1% | -15.0% |
| YTD | +15.6% | +23.3% | -7.7% | -9.4% |
| 1Y | +9.2% | +29.6% | -20.4% | -19.3% |
| 3Y | +124.4% | +70.5% | +53.9% | +19.7% |
| 5Y | +138.0% | +73.5% | +64.5% | +24.8% |
| 10Y | +886.4% | +198.3% | +688.1% | +165.7% |
| All | +4,717.3% | +726.5% | +3,990.8% | +294.1% |
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