-15.7%
TMF vs WETO
-98.9%
+83.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -20.8% | +21.2% | +0.2% |
| 7D | -1.4% | -55.4% | +54.0% | -2.0% |
| 30D | -2.8% | -48.5% | +45.7% | -1.9% |
| 3M | -10.9% | -97.5% | +86.6% | -7.7% |
| 6M | -21.3% | -94.2% | +72.9% | -19.3% |
| YTD | -15.9% | -97.0% | +81.2% | -12.9% |
| 1Y | -15.7% | -98.9% | +83.2% | -10.4% |
| All | -15.7% | -98.9% | +83.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling