-33.4%
TMF vs WCC
+134.5%
-167.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -9.3% | +9.9% | -19.2% | -9.8% |
| 30D | +1.9% | -8.4% | +10.4% | +2.3% |
| 3M | -11.2% | -10.3% | -0.9% | -10.9% |
| 6M | -17.7% | -10.5% | -7.2% | -17.6% |
| YTD | -24.5% | +32.2% | -56.6% | -26.4% |
| 1Y | -29.4% | +25.5% | -55.0% | -31.1% |
| 3Y | -33.4% | +134.7% | -168.1% | -45.9% |
| All | -33.4% | +134.5% | -167.9% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling