+2,294.3%
GWW vs TMF
-69.2%
+2,363.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +5.3% | +0.6% | +4.7% | +5.3% |
| 30D | +12.4% | +16.3% | -3.9% | +14.8% |
| 3M | +13.7% | -2.7% | +16.4% | +13.4% |
| 6M | +18.0% | -13.2% | +31.2% | +15.9% |
| YTD | +44.6% | -16.7% | +61.2% | +41.4% |
| 1Y | +53.1% | -22.7% | +75.8% | +48.2% |
| 3Y | +90.2% | -26.1% | +116.3% | +87.0% |
| 5Y | +215.0% | -88.4% | +303.4% | +129.7% |
| 10Y | +658.9% | -81.8% | +740.8% | +564.5% |
| All | +2,294.3% | -69.2% | +2,363.4% | +2,627.3% |
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