+143.5%
IWM vs TMF
-82.1%
+225.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.4% |
| 7D | +1.4% | -9.3% | +10.7% | +0.9% |
| 30D | +2.3% | +1.9% | +0.3% | +2.4% |
| 3M | -8.3% | -11.2% | +2.9% | -8.9% |
| 6M | -1.3% | -17.7% | +16.4% | -2.4% |
| YTD | +13.5% | -24.5% | +38.0% | +11.8% |
| 1Y | +18.4% | -29.4% | +47.8% | +16.1% |
| 3Y | +69.6% | -33.4% | +103.0% | +67.6% |
| 5Y | +23.3% | -88.7% | +112.0% | -5.2% |
| All | +143.5% | -82.1% | +225.6% | +117.4% |
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