+98.3%
FWONK vs TMF
-88.5%
+186.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -1.5% | -4.8% | +3.2% | -1.4% |
| 30D | -6.8% | -4.9% | -1.9% | -6.6% |
| 3M | +7.7% | -13.4% | +21.1% | +8.2% |
| 6M | +11.0% | -23.0% | +34.0% | +11.9% |
| YTD | -3.1% | -20.2% | +17.1% | -2.4% |
| 1Y | -3.5% | -26.5% | +23.0% | -2.6% |
| 3Y | +44.6% | -45.2% | +89.8% | +46.2% |
| 5Y | +98.3% | -88.4% | +186.7% | +96.1% |
| All | +98.3% | -88.5% | +186.8% | +96.1% |
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 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