+430.9%
TTD vs IWF
+389.4%
+41.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | -0.1% |
| 7D | +20.8% | -1.1% | +21.9% | +22.8% |
| 30D | +33.8% | -8.3% | +42.1% | +53.1% |
| 3M | +17.8% | -5.6% | +23.4% | +27.9% |
| 6M | -25.7% | -5.4% | -20.3% | -21.2% |
| YTD | -57.9% | -1.2% | -56.7% | -58.8% |
| 1Y | -63.8% | -2.7% | -61.2% | -63.8% |
| 3Y | -75.0% | +67.8% | -142.8% | -90.7% |
| 5Y | -82.5% | +60.1% | -142.6% | -92.0% |
| 10Y | +527.9% | +392.2% | +135.7% | -51.5% |
| All | +430.9% | +389.4% | +41.5% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling