+4,469.3%
TT vs IWF
+682.3%
+3,787.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -1.3% |
| 7D | +3.5% | -1.1% | +4.6% | +4.5% |
| 30D | -11.0% | -8.3% | -2.8% | -3.3% |
| 3M | -12.0% | -5.6% | -6.4% | -7.1% |
| 6M | -10.4% | -5.4% | -5.0% | -6.0% |
| YTD | +9.9% | -1.2% | +11.1% | +10.1% |
| 1Y | +1.5% | -2.7% | +4.1% | +3.2% |
| 3Y | +93.7% | +67.8% | +25.9% | +12.5% |
| 5Y | +139.2% | +60.1% | +79.1% | +41.7% |
| 10Y | +741.5% | +392.2% | +349.3% | +40.4% |
| All | +4,469.3% | +682.3% | +3,787.1% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling