-68.9%
TMF vs WCC
+1,259.5%
-1,328.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.1% | -1.6% |
| 7D | +2.7% | -21.9% | +24.6% | -2.6% |
| 30D | +19.3% | -25.4% | +44.7% | +12.2% |
| 3M | -3.7% | -23.1% | +19.4% | -8.6% |
| 6M | -11.3% | -18.1% | +6.7% | -14.4% |
| YTD | -16.6% | +17.7% | -34.3% | -11.5% |
| 1Y | -21.1% | +12.4% | -33.5% | -17.2% |
| 3Y | -26.8% | +105.9% | -132.7% | -6.2% |
| 5Y | -88.0% | +116.8% | -204.8% | -83.5% |
| 10Y | -84.7% | +456.1% | -540.8% | -65.4% |
| All | -68.9% | +1,259.5% | -1,328.4% | +47.5% |
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