+2,730.3%
IBKR vs TMF
-68.9%
+2,799.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.6% | +1.0% | -0.3% | +0.8% |
| 30D | +3.7% | -1.8% | +5.5% | +3.4% |
| 3M | +4.2% | -8.2% | +12.5% | +2.8% |
| 6M | +36.6% | -19.5% | +56.1% | +31.7% |
| YTD | +41.9% | -16.0% | +57.8% | +37.9% |
| 1Y | +49.5% | -22.5% | +72.0% | +43.4% |
| 3Y | +291.3% | -42.3% | +333.6% | +269.8% |
| 5Y | +492.7% | -87.7% | +580.4% | +341.3% |
| 10Y | +994.0% | -86.5% | +1,080.5% | +818.2% |
| All | +2,730.3% | -68.9% | +2,799.2% | +2,731.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling