-24.3%
TMF vs WSM
+44.0%
-68.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +0.5% |
| 7D | +4.0% | +8.0% | -4.0% | +1.6% |
| 30D | +19.5% | +13.5% | +6.0% | +15.2% |
| 3M | -3.5% | +8.8% | -12.4% | -6.0% |
| 6M | -10.6% | +54.7% | -65.3% | -18.6% |
| YTD | -17.1% | +53.3% | -70.3% | -24.3% |
| 1Y | -24.3% | +41.1% | -65.4% | -31.5% |
| All | -24.3% | +44.0% | -68.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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