-3.9%
WBD vs TMF
-77.7%
+73.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.4% |
| 7D | +1.0% | +1.6% | -0.6% | +1.1% |
| 30D | -0.7% | -3.2% | +2.5% | -0.9% |
| 3M | -2.7% | -8.2% | +5.5% | -3.2% |
| 6M | +18.2% | -13.6% | +31.8% | +17.2% |
| YTD | -5.5% | -5.7% | +0.3% | -5.8% |
| 1Y | +200.3% | -5.6% | +205.9% | +200.0% |
| 3Y | +120.0% | -54.4% | +174.5% | +104.0% |
| 5Y | -25.9% | -82.6% | +56.7% | -42.1% |
| All | -3.9% | -77.7% | +73.7% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling