-65.5%
TTD vs IWD
+29.9%
-95.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.0% | +13.5% | +13.5% |
| 7D | +19.0% | +1.3% | +17.7% | +17.7% |
| 30D | +23.6% | +3.6% | +20.0% | +20.5% |
| 3M | +8.2% | +2.3% | +5.9% | +6.3% |
| 6M | -35.3% | +13.0% | -48.4% | -38.9% |
| YTD | -60.7% | +26.2% | -86.8% | -65.9% |
| All | -65.5% | +29.9% | -95.4% | -71.2% |
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