-88.3%
TMF vs WCC
+139.9%
-228.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -9.3% | +9.9% | -19.2% | -9.5% |
| 30D | +1.9% | -8.4% | +10.4% | +2.1% |
| 3M | -11.2% | -10.3% | -0.9% | -11.1% |
| 6M | -17.7% | -10.5% | -7.2% | -17.7% |
| YTD | -24.5% | +32.2% | -56.6% | -25.0% |
| 1Y | -29.4% | +25.5% | -55.0% | -29.9% |
| 3Y | -33.4% | +134.7% | -168.1% | -34.4% |
| All | -88.3% | +139.9% | -228.2% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling