+175.2%
TTMI vs IWD
+28.8%
+146.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +5.1% |
| 7D | +12.2% | -0.2% | +12.3% | +12.2% |
| 30D | -5.7% | -0.8% | -4.9% | -4.6% |
| 3M | -27.5% | +8.0% | -35.5% | -44.4% |
| 6M | +47.1% | +18.2% | +29.0% | -13.7% |
| YTD | +87.5% | +22.3% | +65.1% | +1.6% |
| 1Y | +175.2% | +28.9% | +146.3% | +38.9% |
| All | +175.2% | +28.8% | +146.4% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling