-87.4%
TMF vs TW
+23.1%
-110.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -1.2% |
| 30D | -2.8% | +3.9% | -6.8% | -3.2% |
| 3M | -10.9% | +5.7% | -16.6% | -11.6% |
| 6M | -21.3% | -14.5% | -6.8% | -19.8% |
| YTD | -15.9% | -0.9% | -15.0% | -16.1% |
| 1Y | -15.7% | -13.5% | -2.2% | -14.5% |
| 3Y | -43.4% | +25.0% | -68.3% | -46.9% |
| All | -87.4% | +23.1% | -110.6% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling