+379.4%
TTD vs IWD
+204.2%
+175.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.4% |
| 7D | +6.3% | -0.3% | +6.6% | +6.8% |
| 30D | -23.9% | +0.6% | -24.5% | -24.6% |
| 3M | -31.4% | +7.2% | -38.6% | -37.9% |
| 6M | -42.7% | +16.2% | -58.9% | -54.2% |
| YTD | -62.0% | +23.3% | -85.3% | -72.2% |
| 1Y | -72.2% | +29.6% | -101.8% | -81.1% |
| 3Y | -81.9% | +70.5% | -152.4% | -91.7% |
| 5Y | -81.5% | +73.5% | -155.0% | -91.1% |
| All | +379.4% | +204.2% | +175.2% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling