+20.0%
IWM vs TMF
-88.0%
+108.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | -1.5% | +19.7% | -21.2% | -2.6% |
| 3M | -8.0% | -2.1% | -5.9% | -7.9% |
| 6M | -4.1% | -13.4% | +9.3% | -3.4% |
| YTD | +11.9% | -16.7% | +28.7% | +12.9% |
| 1Y | +15.0% | -23.3% | +38.4% | +16.5% |
| 3Y | +64.2% | -24.8% | +89.0% | +65.4% |
| All | +20.0% | -88.0% | +108.0% | +8.4% |
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 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