+21.0%
ITW vs TMF
-42.4%
+63.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -9.4% | -1.8% | -7.6% | -9.3% |
| 3M | +7.1% | -8.2% | +15.3% | +7.8% |
| 6M | -1.9% | -19.5% | +17.6% | -0.3% |
| YTD | +10.4% | -16.0% | +26.4% | +11.8% |
| 1Y | +3.3% | -22.5% | +25.8% | +5.1% |
| 3Y | +21.0% | -42.3% | +63.3% | +23.1% |
| All | +21.0% | -42.4% | +63.4% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling