+656.2%
IWM vs TMF
-70.3%
+726.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | -3.4% | +3.0% | -0.8% |
| 30D | +1.9% | +11.5% | -9.6% | +3.4% |
| 3M | -5.7% | -4.5% | -1.2% | -6.2% |
| 6M | -0.3% | -15.0% | +14.7% | -2.3% |
| YTD | +15.8% | -19.9% | +35.6% | +12.7% |
| 1Y | +17.1% | -26.6% | +43.7% | +12.6% |
| 3Y | +73.1% | -29.8% | +102.9% | +68.4% |
| 5Y | +25.9% | -88.2% | +114.1% | -8.9% |
| 10Y | +151.9% | -81.4% | +233.3% | +121.7% |
| All | +656.2% | -70.3% | +726.5% | +788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling