+459.4%
TTMI vs IWF
+653.4%
-194.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.4% |
| 7D | +12.2% | +1.5% | +10.7% | +9.9% |
| 30D | -5.7% | -1.3% | -4.5% | -3.8% |
| 3M | -27.5% | +0.1% | -27.6% | -26.3% |
| 6M | +47.1% | +10.3% | +36.9% | +33.3% |
| YTD | +87.5% | +4.2% | +83.3% | +83.7% |
| 1Y | +175.2% | +9.3% | +165.9% | +157.7% |
| 3Y | +901.9% | +79.3% | +822.6% | +393.1% |
| 5Y | +843.5% | +73.8% | +769.7% | +361.7% |
| 10Y | +1,077.0% | +410.9% | +666.1% | +13.4% |
| All | +459.4% | +653.4% | -194.0% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling