+1,523.0%
HWM vs TMF
-84.4%
+1,607.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +3.3% | +1.2% | +2.1% | +3.5% |
| 30D | -7.6% | +19.7% | -27.3% | -5.0% |
| 3M | -28.9% | -2.1% | -26.8% | -29.0% |
| 6M | -19.7% | -13.4% | -6.2% | -21.2% |
| YTD | +0.5% | -16.7% | +17.3% | -1.9% |
| 1Y | +0.3% | -23.3% | +23.6% | -3.5% |
| 3Y | +325.8% | -24.8% | +350.7% | +320.4% |
| 5Y | +524.7% | -88.0% | +612.8% | +303.3% |
| All | +1,523.0% | -84.4% | +1,607.4% | +1,215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling