-81.9%
TMF vs WSM
+1,113.6%
-1,195.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | 0.0% | -4.5% |
| 7D | -8.2% | -3.2% | -5.0% | -8.2% |
| 30D | +5.3% | +4.6% | +0.7% | +5.4% |
| 3M | -8.5% | +2.4% | -10.9% | -8.4% |
| 6M | -17.2% | +43.7% | -60.8% | -16.6% |
| YTD | -23.4% | +42.1% | -65.5% | -22.8% |
| 1Y | -30.2% | +32.3% | -62.5% | -29.9% |
| 3Y | -32.9% | +253.0% | -286.0% | -28.0% |
| 5Y | -88.5% | +161.3% | -249.8% | -88.1% |
| All | -81.9% | +1,113.6% | -1,195.4% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling