+1,060.2%
IVV vs TMF
-69.1%
+1,129.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.3% |
| 7D | -4.8% | +2.7% | -7.5% | -4.5% |
| 30D | -5.9% | +19.3% | -25.2% | -4.0% |
| 3M | -4.5% | -3.7% | -0.9% | -4.8% |
| 6M | +1.8% | -11.3% | +13.2% | +0.6% |
| YTD | +8.4% | -16.6% | +25.0% | +6.5% |
| 1Y | +9.4% | -21.1% | +30.5% | +6.8% |
| 3Y | +75.3% | -26.8% | +102.1% | +72.7% |
| 5Y | +67.8% | -88.0% | +155.8% | +29.6% |
| 10Y | +314.2% | -84.7% | +398.9% | +260.3% |
| All | +1,060.2% | -69.1% | +1,129.3% | +1,217.2% |
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