+957.3%
TT vs IWF
+412.6%
+544.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | -6.7% | -1.4% | -5.3% | -5.7% |
| 3M | -5.4% | +0.4% | -5.9% | -5.9% |
| 6M | +4.4% | +8.5% | -4.1% | -2.2% |
| YTD | +14.9% | +3.7% | +11.3% | +11.2% |
| 1Y | +9.3% | +8.5% | +0.8% | +2.0% |
| 3Y | +121.7% | +78.5% | +43.2% | +40.1% |
| 5Y | +148.2% | +73.6% | +74.5% | +57.5% |
| 10Y | +957.3% | +421.3% | +536.0% | +127.5% |
| All | +957.3% | +412.6% | +544.7% | +127.5% |
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