-31.2%
TMF vs WETO
-99.4%
+68.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.5% | -3.4% |
| 7D | -4.8% | -19.9% | +15.1% | -4.9% |
| 30D | -4.9% | -42.7% | +37.8% | -4.6% |
| 3M | -13.4% | -97.7% | +84.3% | -9.7% |
| 6M | -23.0% | -94.4% | +71.4% | -22.3% |
| YTD | -20.2% | -97.0% | +76.8% | -17.8% |
| 1Y | -26.5% | -98.9% | +72.4% | -21.8% |
| All | -31.2% | -99.4% | +68.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling