-72.2%
TTD vs IWF
+10.9%
-83.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +0.5% | +5.8% | +6.0% |
| 30D | -23.9% | -0.4% | -23.5% | -23.8% |
| 3M | -31.4% | -2.6% | -28.8% | -29.6% |
| 6M | -42.7% | +9.1% | -51.8% | -46.2% |
| YTD | -62.0% | +4.5% | -66.5% | -63.0% |
| 1Y | -72.2% | +10.1% | -82.3% | -71.6% |
| All | -72.2% | +10.9% | -83.1% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling