+736.3%
TT vs IWF
+383.8%
+352.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.6% |
| 7D | +4.0% | +2.8% | +1.2% | +1.9% |
| 30D | -11.3% | -7.5% | -3.8% | -5.8% |
| 3M | -12.3% | -8.5% | -3.8% | -6.2% |
| 6M | -10.8% | -7.4% | -3.4% | -5.7% |
| YTD | +8.2% | -2.6% | +10.8% | +9.8% |
| 1Y | +1.5% | -1.8% | +3.3% | +2.4% |
| 3Y | +91.5% | +65.5% | +26.0% | +28.4% |
| 5Y | +130.2% | +55.8% | +74.4% | +59.2% |
| All | +736.3% | +383.8% | +352.5% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling