-68.7%
TMF vs WCC
+1,565.5%
-1,634.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +1.3% |
| 7D | -1.4% | +4.5% | -5.9% | -0.4% |
| 30D | -2.8% | -5.8% | +3.0% | -4.0% |
| 3M | -10.9% | -3.7% | -7.3% | -11.4% |
| 6M | -21.3% | +23.1% | -44.4% | -16.8% |
| YTD | -15.9% | +44.2% | -60.0% | -7.1% |
| 1Y | -15.7% | +62.1% | -77.8% | -3.6% |
| 3Y | -43.4% | +121.1% | -164.5% | -27.6% |
| 5Y | -87.8% | +214.0% | -301.7% | -81.3% |
| 10Y | -86.7% | +472.8% | -559.5% | -71.6% |
| All | -68.7% | +1,565.5% | -1,634.2% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling