+1,225.8%
ITW vs TMF
-70.3%
+1,296.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | -0.1% |
| 7D | +0.5% | -1.1% | +1.5% | +0.4% |
| 30D | +9.1% | +11.8% | -2.8% | +10.7% |
| 3M | -1.6% | -4.0% | +2.5% | -2.0% |
| 6M | +14.5% | -16.5% | +31.0% | +11.9% |
| YTD | +19.2% | -19.9% | +39.1% | +15.9% |
| 1Y | +20.9% | -25.6% | +46.5% | +16.4% |
| 3Y | +33.1% | -29.9% | +63.0% | +29.5% |
| 5Y | +38.2% | -88.2% | +126.4% | -0.2% |
| 10Y | +196.2% | -81.7% | +277.9% | +159.0% |
| All | +1,225.8% | -70.3% | +1,296.1% | +1,520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling