+301.1%
FWONK vs TMF
-74.8%
+375.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -6.2% | -1.4% | -4.8% | -6.3% |
| 30D | -0.6% | -2.8% | +2.3% | -0.8% |
| 3M | +11.1% | -10.9% | +22.0% | +10.1% |
| 6M | +11.7% | -21.3% | +33.0% | +9.5% |
| YTD | -3.1% | -15.9% | +12.8% | -4.4% |
| 1Y | -4.2% | -15.7% | +11.6% | -5.4% |
| 3Y | +38.3% | -43.4% | +81.7% | +33.2% |
| 5Y | +92.2% | -87.8% | +179.9% | +50.5% |
| 10Y | +355.4% | -86.7% | +442.1% | +283.6% |
| All | +301.1% | -74.8% | +375.9% | +280.6% |
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