-17.3%
TT vs IWF
-7.6%
-9.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.5% |
| 7D | -2.0% | -5.0% | +3.0% | +1.5% |
| 30D | -14.0% | -13.2% | -0.8% | -5.6% |
| 3M | -15.9% | -9.4% | -6.4% | -9.8% |
| 6M | -17.3% | -8.6% | -8.8% | -12.2% |
| All | -17.3% | -7.6% | -9.7% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling