+18.4%
IWM vs TMF
-30.5%
+48.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | 0.0% |
| 7D | +1.4% | -9.3% | +10.7% | +3.7% |
| 30D | +2.3% | +1.9% | +0.3% | +1.6% |
| 3M | -8.3% | -11.2% | +2.9% | -5.7% |
| 6M | -1.3% | -17.7% | +16.4% | +3.2% |
| YTD | +13.5% | -24.5% | +38.0% | +20.1% |
| 1Y | +18.4% | -29.4% | +47.8% | +28.4% |
| All | +18.4% | -30.5% | +48.9% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling