+1,094.7%
TTMI vs IWD
+195.0%
+899.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.2% |
| 7D | +7.5% | -1.2% | +8.7% | +9.0% |
| 30D | -4.5% | -1.6% | -2.8% | -2.7% |
| 3M | -28.5% | +7.0% | -35.5% | -34.8% |
| 6M | +28.4% | +17.0% | +11.4% | +6.1% |
| YTD | +80.1% | +21.6% | +58.4% | +42.7% |
| 1Y | +161.0% | +28.0% | +133.0% | +95.9% |
| 3Y | +862.4% | +70.6% | +791.9% | +428.8% |
| 5Y | +812.9% | +73.3% | +739.6% | +399.0% |
| 10Y | +1,094.7% | +200.5% | +894.2% | +270.9% |
| All | +1,094.7% | +195.0% | +899.7% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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