+508.5%
TTD vs IWF
+383.8%
+124.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +3.2% |
| 7D | +21.3% | +2.8% | +18.5% | +16.4% |
| 30D | +28.7% | -7.5% | +36.3% | +45.5% |
| 3M | +7.7% | -8.5% | +16.2% | +22.9% |
| 6M | -23.5% | -7.4% | -16.1% | -15.9% |
| YTD | -58.7% | -2.6% | -56.0% | -58.6% |
| 1Y | -63.4% | -1.8% | -61.6% | -63.9% |
| 3Y | -75.3% | +65.5% | -140.7% | -90.6% |
| 5Y | -84.4% | +55.8% | -140.2% | -92.6% |
| All | +508.5% | +383.8% | +124.7% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling