+420.4%
TTMI vs IWD
+203.8%
+216.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -11.5% | +1.6% | -13.1% | -13.0% |
| 30D | -40.3% | +3.6% | -43.9% | -43.0% |
| 3M | -44.5% | +2.0% | -46.5% | -46.1% |
| 6M | -54.1% | +13.1% | -67.1% | -60.9% |
| YTD | +4.7% | +26.2% | -21.5% | -20.9% |
| 1Y | +3.3% | +29.6% | -26.2% | -24.0% |
| 3Y | +407.2% | +84.3% | +322.9% | +152.5% |
| 5Y | +406.5% | +73.4% | +333.1% | +174.6% |
| 10Y | +420.4% | +202.4% | +217.9% | +68.9% |
| All | +420.4% | +203.8% | +216.6% | +68.9% |
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