-72.2%
TTD vs IWD
+30.5%
-102.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.9% |
| 7D | +6.3% | -0.3% | +6.6% | +6.6% |
| 30D | -23.9% | +0.6% | -24.5% | -24.2% |
| 3M | -31.4% | +7.2% | -38.6% | -34.0% |
| 6M | -42.7% | +16.2% | -58.9% | -47.2% |
| YTD | -62.0% | +23.3% | -85.3% | -67.3% |
| 1Y | -72.2% | +29.6% | -101.8% | -77.1% |
| All | -72.2% | +30.5% | -102.7% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling