+168.1%
IWM vs TFC
+104.6%
+63.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +2.4% | -2.3% | -1.1% |
| 30D | -1.3% | -1.3% | 0.0% | -0.7% |
| 3M | +1.6% | +6.1% | -4.5% | -1.7% |
| 6M | +13.6% | +7.3% | +6.2% | +9.0% |
| YTD | +20.8% | +8.2% | +12.6% | +15.2% |
| 1Y | +26.4% | +14.4% | +12.0% | +17.0% |
| 3Y | +60.7% | +93.7% | -33.0% | +13.5% |
| 5Y | +38.2% | +16.4% | +21.8% | +21.0% |
| All | +168.1% | +104.6% | +63.5% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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