+195.0%
ITW vs TMF
-82.1%
+277.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.2% |
| 7D | +2.3% | -9.3% | +11.6% | +1.6% |
| 30D | +6.7% | +1.9% | +4.8% | +6.9% |
| 3M | -0.5% | -11.2% | +10.7% | -1.4% |
| 6M | +16.4% | -17.7% | +34.1% | +14.8% |
| YTD | +19.0% | -24.5% | +43.4% | +16.6% |
| 1Y | +20.2% | -29.4% | +49.6% | +17.2% |
| 3Y | +33.1% | -33.4% | +66.5% | +31.0% |
| 5Y | +35.7% | -88.7% | +124.4% | +1.8% |
| All | +195.0% | -82.1% | +277.1% | +159.3% |
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