+3.2%
ITW vs TMF
-23.1%
+26.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | -10.4% | -1.0% | -9.4% | -10.2% |
| 3M | +3.5% | -11.3% | +14.8% | +5.4% |
| 6M | -3.4% | -22.7% | +19.3% | -0.3% |
| YTD | +8.5% | -17.3% | +25.9% | +11.4% |
| 1Y | +3.2% | -22.5% | +25.7% | +6.6% |
| All | +3.2% | -23.1% | +26.3% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling