+13.7%
WBD vs TMF
-86.2%
+99.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | +3.9% | -1.0% | +4.8% | +3.8% |
| 3M | +5.1% | -11.3% | +16.4% | +4.4% |
| 6M | +0.6% | -22.7% | +23.3% | -1.0% |
| YTD | -3.2% | -17.3% | +14.2% | -4.2% |
| 1Y | +127.7% | -22.5% | +150.1% | +124.5% |
| 3Y | +146.6% | -43.2% | +189.8% | +138.1% |
| 5Y | +4.2% | -88.3% | +92.5% | -24.1% |
| 10Y | +13.7% | -86.0% | +99.7% | -3.9% |
| All | +13.7% | -86.2% | +99.9% | -3.9% |
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