+195.3%
ITW vs TMF
-81.8%
+277.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.6% | -3.4% | +1.7% | -1.8% |
| 30D | +8.9% | +11.5% | -2.6% | +9.8% |
| 3M | -0.9% | -4.5% | +3.6% | -1.2% |
| 6M | +16.0% | -15.0% | +30.9% | +14.7% |
| YTD | +19.4% | -19.9% | +39.3% | +17.6% |
| 1Y | +20.7% | -26.6% | +47.2% | +18.0% |
| 3Y | +33.4% | -29.8% | +63.2% | +31.8% |
| 5Y | +39.1% | -88.2% | +127.3% | +4.4% |
| 10Y | +195.3% | -81.4% | +276.6% | +161.2% |
| All | +195.3% | -81.8% | +277.0% | +161.2% |
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