+166.4%
IWM vs TMO
+338.2%
-171.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -4.6% | +1.1% | -5.7% | -5.1% |
| 3M | -0.3% | +28.3% | -28.6% | -10.8% |
| 6M | +14.7% | +23.3% | -8.5% | +3.6% |
| YTD | +17.8% | +5.5% | +12.4% | +13.8% |
| 1Y | +21.2% | +24.5% | -3.3% | +8.2% |
| 3Y | +62.3% | +19.6% | +42.8% | +45.0% |
| 5Y | +38.7% | +8.1% | +30.6% | +27.1% |
| All | +166.4% | +338.2% | -171.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling