+808.3%
IWM vs TFC
+377.8%
+430.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +2.4% | -2.3% | -1.0% |
| 30D | -1.3% | -1.3% | 0.0% | -0.7% |
| 3M | +1.6% | +6.1% | -4.5% | -1.6% |
| 6M | +13.6% | +7.3% | +6.2% | +9.2% |
| YTD | +20.8% | +8.2% | +12.6% | +15.5% |
| 1Y | +26.4% | +14.4% | +12.0% | +17.6% |
| 3Y | +60.7% | +93.7% | -33.0% | +15.4% |
| 5Y | +38.2% | +16.4% | +21.8% | +21.2% |
| 10Y | +169.5% | +101.6% | +67.9% | +71.3% |
| All | +808.3% | +377.8% | +430.5% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling