+741.9%
IWM vs TFC
+356.8%
+385.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | -1.5% | +8.3% | -9.8% | -5.1% |
| 3M | -8.0% | -5.2% | -2.8% | -5.9% |
| 6M | -4.1% | -0.8% | -3.3% | -4.4% |
| YTD | +11.9% | +3.4% | +8.5% | +9.2% |
| 1Y | +15.0% | +17.0% | -2.0% | +5.9% |
| 3Y | +64.2% | +86.2% | -22.0% | +20.4% |
| 5Y | +20.4% | -2.3% | +22.7% | +14.6% |
| 10Y | +168.0% | +93.9% | +74.1% | +73.3% |
| All | +741.9% | +356.8% | +385.1% | +219.4% |
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