+25.8%
IWM vs TMF
-88.9%
+114.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | +0.3% | -1.1% | +1.3% | +0.3% |
| 30D | +0.6% | +11.8% | -11.2% | -0.1% |
| 3M | -6.2% | -4.0% | -2.2% | -6.0% |
| 6M | -0.8% | -16.5% | +15.8% | +0.2% |
| YTD | +14.8% | -19.9% | +34.7% | +16.1% |
| 1Y | +16.1% | -25.6% | +41.7% | +17.9% |
| 3Y | +71.5% | -29.9% | +101.4% | +73.4% |
| 5Y | +25.8% | -88.2% | +114.0% | +13.0% |
| All | +25.8% | -88.9% | +114.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling