-22.5%
TMF vs WSM
+14.1%
-36.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.0% | +2.6% | -1.6% | +0.4% |
| 30D | -1.8% | -9.5% | +7.7% | +0.2% |
| 3M | -8.2% | +12.9% | -21.1% | -9.8% |
| 6M | -19.5% | +23.0% | -42.5% | -22.0% |
| YTD | -16.0% | +28.9% | -44.9% | -18.2% |
| 1Y | -22.5% | +13.7% | -36.2% | -25.8% |
| All | -22.5% | +14.1% | -36.6% | -25.8% |
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