+449.9%
TTMI vs IWD
+212.1%
+237.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.0% | +11.3% | +10.7% |
| 7D | -1.6% | +1.3% | -2.9% | -3.0% |
| 30D | -37.7% | +3.6% | -41.3% | -40.5% |
| 3M | -45.1% | +2.3% | -47.4% | -46.9% |
| 6M | -52.1% | +13.0% | -65.2% | -59.2% |
| YTD | +9.2% | +26.2% | -17.0% | -17.5% |
| 1Y | +12.9% | +30.5% | -17.6% | -17.6% |
| 3Y | +445.5% | +86.2% | +359.3% | +168.4% |
| 5Y | +427.9% | +72.9% | +355.0% | +187.2% |
| 10Y | +449.9% | +205.0% | +244.8% | +77.5% |
| All | +449.9% | +212.1% | +237.8% | +77.5% |
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