+379.4%
TTD vs IWF
+417.4%
-38.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.3% |
| 7D | +6.3% | +0.5% | +5.8% | +5.4% |
| 30D | -23.9% | -0.4% | -23.5% | -23.7% |
| 3M | -31.4% | -2.6% | -28.8% | -29.5% |
| 6M | -42.7% | +9.1% | -51.8% | -51.9% |
| YTD | -62.0% | +4.5% | -66.5% | -65.6% |
| 1Y | -72.2% | +10.1% | -82.3% | -77.2% |
| 3Y | -81.9% | +77.6% | -159.6% | -93.8% |
| 5Y | -81.5% | +73.7% | -155.3% | -92.5% |
| All | +379.4% | +417.4% | -38.0% | -61.7% |
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 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