-69.0%
TMF vs WSM
+6,227.2%
-6,296.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.4% |
| 7D | +1.2% | +0.5% | +0.7% | +1.3% |
| 30D | +19.7% | +6.0% | +13.8% | +20.6% |
| 3M | -2.1% | +3.2% | -5.3% | -1.7% |
| 6M | -13.4% | +37.1% | -50.6% | -9.7% |
| YTD | -16.7% | +44.2% | -60.9% | -12.3% |
| 1Y | -23.3% | +34.2% | -57.6% | -20.1% |
| 3Y | -24.8% | +249.3% | -274.1% | -5.1% |
| 5Y | -88.0% | +169.3% | -257.3% | -85.5% |
| 10Y | -84.7% | +1,241.2% | -1,325.9% | -66.8% |
| All | -69.0% | +6,227.2% | -6,296.2% | +34.5% |
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