-83.3%
TTD vs IWD
+78.7%
-162.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +5.2% | -0.5% | +5.7% | +5.8% |
| 30D | +6.9% | +2.7% | +4.3% | +3.6% |
| 3M | -26.8% | +0.9% | -27.7% | -27.5% |
| 6M | -46.1% | +10.5% | -56.7% | -52.5% |
| YTD | -65.9% | +23.7% | -89.6% | -74.3% |
| 1Y | -71.8% | +28.7% | -100.6% | -80.0% |
| 3Y | -83.3% | +79.7% | -163.0% | -92.3% |
| All | -83.3% | +78.7% | -162.0% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling