+443.1%
TTMI vs IWD
+702.9%
-259.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.8% |
| 7D | +5.9% | -0.3% | +6.1% | +6.1% |
| 30D | -4.3% | +0.6% | -4.9% | -5.3% |
| 3M | -32.0% | +7.2% | -39.3% | -38.4% |
| 6M | +19.5% | +16.2% | +3.3% | -1.1% |
| YTD | +82.0% | +23.3% | +58.7% | +39.5% |
| 1Y | +172.6% | +29.6% | +143.1% | +97.2% |
| 3Y | +744.7% | +70.5% | +674.2% | +336.5% |
| 5Y | +805.6% | +73.5% | +732.1% | +361.6% |
| 10Y | +1,057.6% | +198.3% | +859.3% | +179.3% |
| All | +443.1% | +702.9% | -259.7% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling