+808.8%
TTMI vs IWD
+73.6%
+735.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.9% |
| 7D | +5.9% | -0.3% | +6.1% | +6.2% |
| 30D | -4.3% | +0.6% | -4.9% | -5.6% |
| 3M | -32.0% | +7.2% | -39.3% | -39.6% |
| 6M | +19.5% | +16.2% | +3.3% | -5.0% |
| YTD | +82.0% | +23.3% | +58.7% | +32.8% |
| 1Y | +172.6% | +29.6% | +143.1% | +86.7% |
| 3Y | +744.7% | +70.5% | +674.2% | +304.7% |
| All | +808.8% | +73.6% | +735.2% | +327.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling