-81.9%
TMF vs WCC
+440.3%
-522.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.2% | +14.2% | -22.4% | -6.9% |
| 30D | +5.3% | -9.8% | +15.2% | +4.6% |
| 3M | -8.5% | -10.1% | +1.6% | -9.0% |
| 6M | -17.2% | -9.4% | -7.8% | -17.6% |
| YTD | -23.4% | +34.4% | -57.8% | -20.2% |
| 1Y | -30.2% | +23.3% | -53.5% | -28.0% |
| 3Y | -32.9% | +137.9% | -170.9% | -23.1% |
| 5Y | -88.5% | +144.0% | -232.5% | -86.2% |
| All | -81.9% | +440.3% | -522.2% | -73.4% |
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