+26.3%
WAT vs TMF
-25.6%
+51.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.9% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | +9.6% | +11.8% | -2.2% | +5.4% |
| 3M | +15.5% | -4.0% | +19.5% | +17.2% |
| 6M | +33.9% | -16.5% | +50.4% | +42.6% |
| YTD | +25.2% | -19.9% | +45.1% | +34.2% |
| 1Y | +26.3% | -25.6% | +51.8% | +41.0% |
| All | +26.3% | -25.6% | +51.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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