+4,717.4%
TT vs IWF
+727.1%
+3,990.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | -7.2% | -0.4% | -6.8% | -6.9% |
| 3M | -3.0% | -2.6% | -0.4% | -0.9% |
| 6M | +1.4% | +9.1% | -7.8% | -7.5% |
| YTD | +15.9% | +4.5% | +11.4% | +10.1% |
| 1Y | +9.4% | +10.1% | -0.7% | -1.6% |
| 3Y | +124.4% | +77.6% | +46.7% | +23.3% |
| 5Y | +138.0% | +73.7% | +64.3% | +29.9% |
| 10Y | +886.4% | +411.5% | +474.8% | +59.2% |
| All | +4,717.4% | +727.1% | +3,990.3% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded IWF 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling