-42.3%
TMF vs WSM
+239.4%
-281.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.0% | +2.6% | -1.6% | +0.6% |
| 30D | -1.8% | -9.5% | +7.7% | -0.6% |
| 3M | -8.2% | +12.9% | -21.1% | -9.6% |
| 6M | -19.5% | +23.0% | -42.5% | -21.5% |
| YTD | -16.0% | +28.9% | -44.9% | -18.6% |
| 1Y | -22.5% | +13.7% | -36.2% | -24.1% |
| 3Y | -42.3% | +232.6% | -274.9% | -49.1% |
| All | -42.3% | +239.4% | -281.7% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling