+29.9%
GWW vs TMF
-15.2%
+45.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | +3.3% | -2.8% | +6.1% | +3.3% |
| 3M | +2.9% | -10.9% | +13.8% | +3.5% |
| 6M | +15.8% | -21.3% | +37.1% | +15.5% |
| YTD | +32.0% | -15.9% | +47.9% | +32.5% |
| 1Y | +29.9% | -15.7% | +45.6% | +31.6% |
| All | +29.9% | -15.2% | +45.2% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling