+146.0%
TT vs IWF
+73.7%
+72.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | -7.2% | -0.4% | -6.8% | -6.9% |
| 3M | -3.0% | -2.6% | -0.4% | -1.3% |
| 6M | +1.4% | +9.1% | -7.8% | -5.3% |
| YTD | +15.9% | +4.5% | +11.4% | +11.6% |
| 1Y | +9.4% | +10.1% | -0.7% | +1.2% |
| 3Y | +124.4% | +77.6% | +46.7% | +44.1% |
| All | +146.0% | +73.7% | +72.3% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling