+185.1%
ITW vs TMF
-86.4%
+271.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.2% |
| 7D | -2.4% | -4.8% | +2.4% | -2.7% |
| 30D | -9.5% | -4.9% | -4.6% | -9.9% |
| 3M | +6.6% | -13.4% | +20.1% | +5.5% |
| 6M | -1.8% | -23.0% | +21.3% | -3.7% |
| YTD | +9.0% | -20.2% | +29.2% | +7.3% |
| 1Y | +3.6% | -26.5% | +30.0% | +1.3% |
| 3Y | +19.4% | -45.2% | +64.6% | +14.7% |
| 5Y | +36.4% | -88.4% | +124.8% | +2.5% |
| All | +185.1% | -86.4% | +271.5% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling