+484.9%
IBKR vs TMF
-88.5%
+573.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -1.3% |
| 7D | -3.8% | -4.8% | +1.0% | -4.3% |
| 30D | -0.3% | -4.9% | +4.6% | -0.8% |
| 3M | +4.8% | -13.4% | +18.2% | +3.2% |
| 6M | +30.8% | -23.0% | +53.8% | +27.0% |
| YTD | +39.5% | -20.2% | +59.6% | +36.2% |
| 1Y | +43.7% | -26.5% | +70.1% | +39.0% |
| 3Y | +284.7% | -45.2% | +329.8% | +267.3% |
| 5Y | +484.9% | -88.4% | +573.3% | +350.7% |
| All | +484.9% | -88.5% | +573.4% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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