-81.8%
TMF vs WCC
+492.1%
-573.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.1% | +0.9% |
| 7D | +0.6% | -5.7% | +6.3% | +0.2% |
| 30D | +16.3% | -13.5% | +29.8% | +15.0% |
| 3M | -2.7% | -12.9% | +10.2% | -3.6% |
| 6M | -13.2% | -10.7% | -2.5% | -13.7% |
| YTD | -16.7% | +30.0% | -46.7% | -13.4% |
| 1Y | -22.7% | +24.7% | -47.4% | -20.0% |
| 3Y | -26.1% | +136.6% | -162.7% | -15.0% |
| 5Y | -88.4% | +143.9% | -232.3% | -86.0% |
| 10Y | -81.8% | +465.9% | -547.8% | -70.6% |
| All | -81.8% | +492.1% | -573.9% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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