+67.8%
IVV vs TMF
-87.8%
+155.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | -4.8% | +2.7% | -7.5% | -4.8% |
| 30D | -5.9% | +19.3% | -25.2% | -6.5% |
| 3M | -4.5% | -3.7% | -0.9% | -4.4% |
| 6M | +1.8% | -11.3% | +13.2% | +2.2% |
| YTD | +8.4% | -16.6% | +25.0% | +8.9% |
| 1Y | +9.4% | -21.1% | +30.5% | +10.1% |
| 3Y | +75.3% | -26.8% | +102.1% | +75.5% |
| 5Y | +67.8% | -88.0% | +155.8% | +55.4% |
| All | +67.8% | -87.8% | +155.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling