+1,219.8%
ITW vs TMF
-71.6%
+1,291.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -1.3% |
| 7D | +0.5% | -8.2% | +8.6% | -0.6% |
| 30D | +7.7% | +5.3% | +2.3% | +8.5% |
| 3M | -1.3% | -8.5% | +7.1% | -2.4% |
| 6M | +15.5% | -17.2% | +32.7% | +12.8% |
| YTD | +18.6% | -23.4% | +42.0% | +14.7% |
| 1Y | +19.8% | -30.2% | +50.1% | +14.4% |
| 3Y | +32.5% | -32.9% | +65.4% | +28.1% |
| 5Y | +35.3% | -88.5% | +123.9% | -2.4% |
| 10Y | +193.2% | -82.2% | +275.5% | +155.9% |
| All | +1,219.8% | -71.6% | +1,291.4% | +1,504.0% |
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