+427.9%
TTMI vs IWD
+72.9%
+354.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.0% | +11.3% | +10.0% |
| 7D | -1.6% | +1.3% | -2.9% | -3.3% |
| 30D | -37.7% | +3.6% | -41.3% | -41.2% |
| 3M | -45.1% | +2.3% | -47.4% | -47.3% |
| 6M | -52.1% | +13.0% | -65.2% | -61.0% |
| YTD | +9.2% | +26.2% | -17.0% | -23.7% |
| 1Y | +12.9% | +30.5% | -17.6% | -24.4% |
| 3Y | +445.5% | +86.2% | +359.3% | +126.0% |
| 5Y | +427.9% | +72.9% | +355.0% | +141.8% |
| All | +427.9% | +72.9% | +354.9% | +141.8% |
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