+310.3%
IVV vs TMF
-82.1%
+392.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | +2.6% | -9.3% | +11.8% | +2.0% |
| 30D | -2.0% | +1.9% | -3.9% | -1.9% |
| 3M | -2.8% | -11.2% | +8.5% | -3.4% |
| 6M | +2.2% | -17.7% | +19.9% | +1.1% |
| YTD | +11.5% | -24.5% | +36.0% | +9.9% |
| 1Y | +13.5% | -29.4% | +42.9% | +11.3% |
| 3Y | +78.1% | -33.4% | +111.5% | +76.0% |
| 5Y | +73.1% | -88.7% | +161.8% | +39.2% |
| All | +310.3% | -82.1% | +392.4% | +267.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling