+1,773.8%
HWM vs TMF
-84.0%
+1,857.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -2.3% |
| 30D | -11.0% | -2.8% | -8.2% | -11.3% |
| 3M | +4.0% | -10.9% | +14.9% | +2.3% |
| 6M | -0.2% | -21.3% | +21.1% | -3.7% |
| YTD | +26.7% | -15.9% | +42.5% | +23.5% |
| 1Y | +44.7% | -15.7% | +60.5% | +41.4% |
| 3Y | +426.1% | -43.4% | +469.4% | +391.0% |
| 5Y | +738.5% | -87.8% | +826.3% | +445.6% |
| All | +1,773.8% | -84.0% | +1,857.8% | +1,391.8% |
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