-74.8%
TTD vs IWF
+68.4%
-143.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | +1.1% |
| 7D | +20.8% | -1.1% | +21.9% | +22.2% |
| 30D | +33.8% | -8.3% | +42.1% | +46.7% |
| 3M | +17.8% | -5.6% | +23.4% | +24.7% |
| 6M | -25.7% | -5.4% | -20.3% | -22.2% |
| YTD | -57.9% | -1.2% | -56.7% | -58.2% |
| 1Y | -63.8% | -2.7% | -61.2% | -63.4% |
| All | -74.8% | +68.4% | -143.2% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling