+220.3%
TTMI vs IWF
+604.2%
-383.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.4% |
| 7D | +11.4% | +2.8% | +8.6% | +7.9% |
| 30D | -28.3% | -7.5% | -20.7% | -17.6% |
| 3M | -46.7% | -8.5% | -38.2% | -37.1% |
| 6M | -56.1% | -7.4% | -48.7% | -48.3% |
| YTD | +7.4% | -2.6% | +10.0% | +20.1% |
| 1Y | +17.4% | -1.8% | +19.2% | +31.3% |
| 3Y | +429.1% | +65.5% | +363.7% | +201.8% |
| 5Y | +418.8% | +55.8% | +362.9% | +208.6% |
| 10Y | +411.2% | +384.9% | +26.4% | -45.0% |
| All | +220.3% | +604.2% | -383.9% | -68.3% |
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