-68.7%
TMF vs WSM
+5,546.7%
-5,615.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.6% |
| 7D | -1.4% | -3.3% | +1.8% | -1.9% |
| 30D | -2.8% | -8.4% | +5.6% | -3.9% |
| 3M | -10.9% | +9.7% | -20.6% | -9.8% |
| 6M | -21.3% | +16.7% | -38.0% | -19.7% |
| YTD | -15.9% | +28.7% | -44.6% | -12.7% |
| 1Y | -15.7% | +13.7% | -29.4% | -14.0% |
| 3Y | -43.4% | +230.1% | -273.4% | -28.5% |
| 5Y | -87.8% | +179.0% | -266.7% | -84.8% |
| 10Y | -86.7% | +1,002.5% | -1,089.3% | -72.5% |
| All | -68.7% | +5,546.7% | -5,615.3% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling