+688.6%
IWM vs TMF
-68.9%
+757.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.1% | -1.4% | +1.5% | -0.1% |
| 30D | -1.3% | -2.8% | +1.6% | -1.6% |
| 3M | +1.6% | -10.9% | +12.5% | +0.1% |
| 6M | +13.6% | -21.3% | +34.9% | +10.1% |
| YTD | +20.8% | -15.9% | +36.6% | +18.2% |
| 1Y | +26.4% | -15.7% | +42.2% | +23.9% |
| 3Y | +60.7% | -43.4% | +104.0% | +51.1% |
| 5Y | +38.2% | -87.8% | +126.0% | +0.7% |
| 10Y | +169.5% | -86.7% | +256.2% | +120.3% |
| All | +688.6% | -68.9% | +757.5% | +832.1% |
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