+1,124.0%
TTMI vs IWF
+422.7%
+701.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.5% |
| 7D | +0.7% | -0.9% | +1.6% | +1.7% |
| 30D | -8.4% | -1.7% | -6.7% | -6.4% |
| 3M | -32.5% | +0.7% | -33.1% | -31.9% |
| 6M | +32.5% | +8.6% | +23.9% | +24.7% |
| YTD | +83.2% | +3.5% | +79.7% | +81.8% |
| 1Y | +161.7% | +7.0% | +154.6% | +154.9% |
| 3Y | +890.1% | +76.3% | +813.8% | +506.4% |
| 5Y | +832.4% | +74.8% | +757.7% | +464.1% |
| All | +1,124.0% | +422.7% | +701.3% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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