-82.0%
TMF vs TW
+211.4%
-293.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | +1.0% | -3.5% | +4.5% | +0.9% |
| 30D | -1.8% | +0.5% | -2.3% | -1.8% |
| 3M | -8.2% | +4.9% | -13.2% | -8.2% |
| 6M | -19.5% | -17.1% | -2.4% | -19.4% |
| YTD | -16.0% | -3.9% | -12.1% | -15.9% |
| 1Y | -22.5% | -13.3% | -9.2% | -22.5% |
| 3Y | -42.3% | +20.9% | -63.2% | -41.8% |
| 5Y | -87.7% | +20.5% | -108.2% | -87.9% |
| All | -82.0% | +211.4% | -293.4% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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