-70.2%
TMF vs WSM
+6,413.8%
-6,483.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.8% | -3.9% |
| 7D | -1.1% | +3.1% | -4.1% | -0.6% |
| 30D | +11.8% | +8.5% | +3.3% | +13.0% |
| 3M | -4.0% | +4.6% | -8.6% | -3.5% |
| 6M | -16.5% | +44.5% | -61.1% | -12.3% |
| YTD | -19.9% | +48.4% | -68.3% | -15.4% |
| 1Y | -25.6% | +36.2% | -61.8% | -22.3% |
| 3Y | -29.9% | +268.8% | -298.6% | -10.7% |
| 5Y | -88.2% | +185.2% | -273.5% | -85.6% |
| 10Y | -81.7% | +1,175.8% | -1,257.6% | -61.4% |
| All | -70.2% | +6,413.8% | -6,483.9% | +29.9% |
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