+1,135.3%
ITW vs TMF
-68.9%
+1,204.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.5% |
| 7D | -3.6% | -1.4% | -2.1% | -3.8% |
| 30D | -9.1% | -2.8% | -6.3% | -9.5% |
| 3M | +8.2% | -10.9% | +19.1% | +6.6% |
| 6M | -4.8% | -21.3% | +16.5% | -7.7% |
| YTD | +11.0% | -15.9% | +26.9% | +8.6% |
| 1Y | +4.2% | -15.7% | +20.0% | +2.1% |
| 3Y | +17.3% | -43.4% | +60.6% | +10.3% |
| 5Y | +33.0% | -87.8% | +120.8% | -3.2% |
| 10Y | +182.3% | -86.7% | +269.1% | +131.1% |
| All | +1,135.3% | -68.9% | +1,204.1% | +1,419.1% |
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 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