+155.4%
IWM vs TMF
-82.2%
+237.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.9% |
| 7D | +0.3% | -1.1% | +1.3% | +0.2% |
| 30D | +0.6% | +11.8% | -11.2% | +1.2% |
| 3M | -6.2% | -4.0% | -2.2% | -6.4% |
| 6M | -0.8% | -16.5% | +15.8% | -1.8% |
| YTD | +14.8% | -19.9% | +34.7% | +13.3% |
| 1Y | +16.1% | -25.6% | +41.7% | +14.2% |
| 3Y | +71.5% | -29.9% | +101.4% | +69.9% |
| 5Y | +25.8% | -88.2% | +114.0% | -3.4% |
| 10Y | +155.4% | -81.7% | +237.1% | +129.3% |
| All | +155.4% | -82.2% | +237.6% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling