+315.1%
IVV vs TMF
-86.8%
+401.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.1% | -1.4% | +1.6% | 0.0% |
| 30D | +0.1% | -2.8% | +2.9% | -0.1% |
| 3M | +2.0% | -10.9% | +12.9% | +1.3% |
| 6M | +13.0% | -21.3% | +34.4% | +11.5% |
| YTD | +13.6% | -15.9% | +29.5% | +12.5% |
| 1Y | +20.1% | -15.7% | +35.8% | +19.1% |
| 3Y | +77.6% | -43.4% | +121.0% | +72.6% |
| 5Y | +82.5% | -87.8% | +170.2% | +48.3% |
| All | +315.1% | -86.8% | +401.9% | +281.0% |
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